Hello and apologies for the late response.

The insect in the photos resembles half of a fly species. Flies don't usually cause these types of damages.

You may have a wood-destroying organism infestation.  If you want to verify that, you will need to contact a commercial pest control company for a thorough inspection. Many wood destroying organisms can excavate the wood from the inside. In other words, many wood destroying organisms like to nest inside wall voids or in other inconspicuous locations in the home. A thorough inspection is necessary if you suspect any pest activity.

Sawdust on windowsill typically indicates a carpenter ant infestation, but again, it is best to verify that with a pest control company. Sometimes structural damage can be caused by other pests such as rodents who gnaw on parts of the home to keep their teeth groomed.