Answer:
It is an insect, and the first part of its name is the name of another insect. What is it?
What has a horn but does not honk?
What jumps when it walks and sits when it stands?
When they are caught, they are thrown away. When they escape, you itch all day.
I am wingless but airborne, and when I meet your gaze tears will fall from your eyes. What am I?
What is so fragile that saying its name breaks it?