I can't even tell exactly what I'm looking at in those pictures. But is the point that this is the missile that downed a USN FA18? Anyway, I have no knowledge of the Krug missile, but I'm guessing if it's a semi-larger missile, that it will have a booster stage and that could be what you are looking at. During the terminal stage, missiles are typically just gliding. If they miss, they typically go ballistic and explode in the sky...and typically, when they explode, they pretty much destroy themselves so that they do not rain large chunks down on cities. I would imagine this is the same for when it's exploding whether via proximity fuse, contact fuse or remote that the missile would pretty much disentegrate.
