Answer:
These animals hang out in the mist.
My first is in ocean but never in sea. My second's in wasp but never in bee. My third is in glider and also in flight. My whole is a creature that comes out at night.
While I did live, I food did give, which many one did daily eat. Now being dead, you see they tread me under feet about the street.
Cute hares that hop and deliver eggs at Easter are called by this nickname
The ones in the sea are prickly, but the ones on the street might pickpocket you.
What is always coming but never arrives?