Nobody has proven what Morgellons is yet, and I doubt that anyone truly knows.
The Charles E Holman Foundation recently reported finding Borellia Burgdorferi spirochetes in 100% of many morgies.
Anthelminthics are effective against my Morgellons, and I suspect that the condition often has strong parastic involvement. Symptoms blow up on full moons, they are greatly reduced with dewormers, and my arse itches like I wiped with poison oak most days. This is why Morgies feel they have worms.