About the textures. The things you ink are always shadows or darker areas, which happens in all examples you linked. The thing is that depending on how you use them, you can generate different effects. For example, inking the inside of a mouth is a representation of complete darkness but the shadows in a shell that is completely exposed to light communicate that even the light should reach there, it isn't reflecting the light in the viewer's direction. That's why you can confuse it with reflections.

Knowing how and when to use the shadows well comes from experience and I struggle a lot with it too so maybe you can get more tips from other students on discord. Also remember that this course's focus is on construction and general structure, texture, and details are a world on their own. Don't worry too much about it, just try to apply the little things that you can, the rest will come with experience or another course you could try in the future.

About the hatching. The problem is not the hatching on its own, is what you communicate with it. As described in the notes you linked, when you use shadows in organic shapes, they should follow the form they are wrapped on. The problem with the hatching in the grasshopper is that you are using a hatching pattern thought for planes in a cylinder shape. It could work in flat shapes like the face of a box or the surface of an arrow (where you probably saw it before) but as it is a flat surface shadow if you use it on an organic surface an inconsistency for the viewer will arise between the 3D form the sausage is suggesting and the 2D form the hatching is suggesting. That's the problem I see with it. In general, hatching is not recommended (just on specific exercises) to avoid this kind of confusion.

About the wings, you have to take in mind that light passes through transparent materials but it would have problems passing through veins, rigid structures, and so on. Those kinds of things are the patterns you see in the wings of some insects. Play around with them, try some that you guess they won't let the light pass through them, and see if that works.

It's difficult sometimes to tell a "good way" to draw something and you are going to have to investigate and research how could you make it work for you. Also, you can check how other students approached it and see if you could replicate something they are using in your drawings.

I hope it helps. Don't worry about being slow, drawing takes time, and having constant pacing will benefit you in the long run.