Ragnarock - Go into ice cave and kill the weak deathworms there. Use a good shield to block their attacks and melee them with a sword, easy quick kills because they have so little health and they drop the same loot as a regular deathworm. Make sure to wear warm cloths.
I used a Rex to kill a Deathworm a few minutes ago...
For your assessment:
My Rex had 300% Melee Damage and 10,4k health
After our battle he had around 5k health left and I was able to kill another one because I forcefed him until 7k hp...
Don’t underestimate this worm ... :/
You find these things in the open part if the desert in Ragnarok. You really just need a good level Thyla and you should be fine. There a bit overrated, trust me I used to live in the desert. Mantises are tamed with Deathworm horns.