While playing survival, you get yourself a megatherium, head on over to the dunes, start killing yourself some bugs, use the orbital camera to search out a deathworm. It levels you and your mount SUPER fast. Then you can literally hunt down deathworms. By the way, a high level megatherium can kill a rock golem.... hint hint.
Doesn't anybody think that on dodo dex you should be able to see were the creatures live or are most common at? I've spent an entire day looking for a thyla and never found one. By the way I did even look in the red woods still didn't find one
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.