Hi, I am a graduate of OSU  I live in Canal Winchester. I saw this bug...
You can relax, this is not a termite or any other type of insect that would damage your house. It is a species of sawfly. Sawflies are in the Order Hymenoptera which includes bees, wasps, hornets, ants and sawflies. Sawflies are considered to be a "primitive" type of wasp, because their larvae are plant feeders. There are multiple species of these insects in Ohio. Examples of some of the more common ones are the European pine sawfly, the hibiscus sawfly, the dogwood sawfly and the white pine sawfly. We usually see the larvae more often than the adults.
thanks very much.