Does it look something like the link below. It sounds like a dragonfly nymph and I would definitely take it out. These things can eat all kinds of stuff and you wouldn't even notice it. It could have eaten anything that you are missing.
http://www.bugsurvey.nsw.gov.au/html/popups/images/lge_dr-ny-b_line.gif
http://www.bugsurvey.nsw.gov.au/html/popups/bpedia_08_tol_dr-ny-a.html
http://www.bugsurvey.nsw.gov.au/html/popups/images/lge_dr-ny-b_line.gif
http://www.bugsurvey.nsw.gov.au/html/popups/bpedia_08_tol_dr-ny-a.html