"Bloodworm" itself is a very non-specific term that could refer to several things.
A true bloodworm is the larva of a midge (which is not a worm), or a worm from the genera Glyecra (bristleworm) or Annelida (segmented worm).
The last two are true worms and if you buy bloodworms at a bait shop, this is what they will give you.
"Bloodworms" sold to aquarists are red mosquito larvae.
"Glassworms" sold to aquarists are white mosquito larvae.