You folks are quick. Not two minutes after I posted yesterday’s mystery bug, commentator FormicidaeFantasy provided the correct answer: it is the forelimb of a praying mantis. Specifically, a nymph of the Carolina mantis Stagmomantis carolina.
So, eight highly valuable Myrmecos Points go to FormicidaeFantasy. A number of you chimed in with additional relevant information. A point each for Chris Grinter, Christopher Taylor, James Trager, Tim Eisele, and Peter Coffey.