This sounds like a serious medical issue for your dog, and you should contact your veterinarian immediately.
Here's why:
* Parasites: The white worm could be a sign of a serious parasitic infection.
* Wound: The hole not closing suggests a wound, which may be infected.
* Internal Injury: There could be internal damage that needs immediate attention.
Please do not try to treat your dog yourself. A vet can properly diagnose the problem and provide the appropriate treatment.
Waiting can be dangerous for your dog. Please take action and seek veterinary care right away.