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Respect to the little feller for making it out of that egg. Any animal that starts life having to unglue their feet from the bottom of a vacuum-packed, delivery case is a winner.

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I would be curious about the details of such "unpacking". The apparent volume ratio of the born insect over its egg's is quite stunning.

I think the way it works for most most (maybe even all) insects is to use air to blow themselves up much like a balloon to get out of the egg or cocoon.

where does this air come from; is the cocoon/egg not airtight?

While an egg or cocoon might be airtight, it must also still remain air permeable. Everything must be able to breathe. So while there might not be a visible flow of air, like through an open window, oxygen and CO2 still make their way in and out all the time.

Also initially the insect might break the egg/cocoon open without extra air, just by simple mechanics, but once it's out it starts to pump air into itself.

Possibly, but it popped the top open. Maybe it's possible to do that by just flexing some muscles.

My first question is how "deep" the egg goes down into the sand. It could be a long tube protruding down into the sand.

I wondered the same thing but according to the article, the eggs are pea-sized which suggests they are not elongated.

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