The Kryll are carnivorous bat-like creatures that had previously dwelled in the darkest caverns of Sera. They incinerate when exposed to strong concentrations of light while surviving lower concentrations. This allows them to live underground, enduring the dull glow of the imulsion but not above ground due to the nearby star. They do not distinguish between different Sera races other than their own, and will eat anything if given the chance, whether it be animal, Locust or human. While not actually being a member of the Locust group, they out of all the Locust, bare the most resemblance to the true nature of the insect. They congregate and move in large swarms, stripping their surroundings bare. They are portrayed to be immune to normal weapons fire during the campaign, whether that be a sign from the designers to not waste your bullets, or an actual attribute of the animal itself however, it is currently unsure. Strangely, they are not warded by the light cast from the Hammer Of Dawn nor are they killed by its beam.
They first make an appearance in Act II, Chapter 4, "Lethal Dusk". The player is given the chance to enact revenge on the Kryll during Act II, Chapter 7, "Burnt Rubber". A UV (Ultra-Violet) Turret attached to a "Junker" can be manned and shone upon the Kryll causing immolation.
 Pale Horse
Both fortunately and unfortunately, during Act V, Chapter 3, "Pale Horse", they shield the Locust General, General Raam, from weapons damage. This shows that they are invulnerable to weapons damage, and also shows them to be working with the Locust. Such an act throws more plausible theories into the mix.
Their shield could mean that they are immune to weapons damage, or there could be so many swirling around Raam that it would be fruitless for the player as they would not be able to kill enough before more flew down. This also shows the Kryll to be allies with the Locust, something proven false in Act II, Chapter 5, "Lethal Dusk" when they eat locust standing guard on a bridge. If the Kryll possessed something greater than instinctual thought, they may have noticed the imminent destruction of their underground lairs, and aided the Locust to stopping Alpha Squad.
 Gears of War 2
If you finished the campaign of Gears of War 2, you may have noticed that the Kryll were not included at all for some reason. And this is due to the Lightmass Bomb which was set off in the end of Gears of War. In one of the collectibles, it says that the Lightmass bomb killed all of the Kryll when it was set off.