I think this is William Browning Spencer's "The Essayist in the Wilderness", which can be found in this anthology among other places.
A wannabe-intellectual city couple win a lottery and retire to the country to pursue artistic writing. The woman gets bitten by something that the not-creepy-at-all local doctor passes off as a spider bite. Her writing gets stranger and stranger. The man takes to wandering the woods in search of inspiration for his "muse" and comes across some strange critters near a stream.
Here's the "crayfish":
Those hours of observation on that first day were strewn with epiphanies. My Muse hugged herself for joy and sang within my head.
The sad hum that filled the air was clearly generated by the crayfish who vibrated in a minor key as they scuttled over the bare clay soil, diving into holes in the bank, leaping in and out of the bright water of the stream.
Sometimes two crayfish would encounter each other, hug, their bodies shivering more rapidly while their antennae waved wildly. Whether this entwining was sexual or served some other function, I couldn’t determine. Later I learned that this activity had to do with enlisting other members in what I came to call a meld, intending to seek out the proper term at a later date.
Before leaping into the water, the crayfish would remove parts of their armor—what Harry called their exoskeletons—revealing smooth flesh, white as toothpaste, that boiled with tiny tentacles. I would have liked to discuss this removable exoskeleton with Harry and would have broached the subject on the phone had his manner been less abrupt. Was this common to crustaceans, this ability to doff their exoskeletons? I was almost certain that other creatures couldn’t do this. Turtles couldn’t shed their shells and snails… well, maybe snails could. I mean, that’s what slugs are, right?
Here's the biologist friend giving him the brush-off:
I did not know, then, that they were crayfish. Later that evening I called Harry Ackermann, and he supplied me with the name. Harry taught biology at Clayton and had been doing so for many decades. I caught him at home, and he was in a hurry to get back to his bridge game where the possibilities for a grand slam invested his voice with an excitement I had never heard before (dear God, how our lives narrow in the home stretch).
I described the creatures and would have supplied what I knew of their habits from this first encounter, but Harry cut me off. “They’re not insects,” he said. “They are crustaceans, crayfish. That’s the only freshwater animal that fits your description. That armor you are describing is an exoskeleton. The—” I could hear someone hollering in the background, a shrill female voice that I recognized as belonging to old Dean Winfrey Podner, a lesbian according to student legend, which I found fanciful, for it required thinking of the dean in sexual terms. “Look, I’ve got to go,” he said and hung up.
They don't explode, though they do this:
No doubt there was a scientific term for what I called a meld. And what was occurring when two crayfish fought and the loser erupted in flames? The power of the image suggested a host of wonderful references throughout history and literature, but if I knew the mechanism—some volatile chemical released in defeat?—I could speak with more authority, send a telling anecdote or literary reference straight to the heart of the matter.
There's an early scene where the protagonist is startled by a bird "exploding" from the ground in front of him, maybe you're misremembering?