Sounds like you have some water boatmen or critter as such. Do some searching and look in the Pool and Critter forum for some information.

It is not uncommon to have these during an algae bloom and there are different kinds but I can't remember the names.
Some of them are also very resilient to even high chlorine levels so it takes time to get rid of them.

You can skim them out but you have to be pretty quick. Be sure to squish them or spray them to kill them too. If not they may end up right back in the water.

Good luck with your fight.