A very interesting question! I don't have answers, but I do have thoughts. I read your introduction post, and I'm glad to have your bug enthusiasm around.
Looking closely at that clip myself, I could see what could be interpreted as a backbone and a skull. But, since it's all in sepia tone, these could just be rigid-ish organs, not actual skeletal structures, right?
I did always imagine the initial, parasitic Zerg as being boneless. But I admit this was partly influenced by the mollusc-like Yeerks from the Animorphs series, which can completely flatten their bodies to fit through people's ear canals. According to the manual, the Zerg parasites "burrow into the flesh of the less vulnerable species indigenous to Zerus. Feeding off the the nutrients contained within the spinal fluids of their hosts, the Zerg learned to parasitically merge with their host creatures." That kind of internal parasitism made me think of real parasitic worms when I was younger, which obviously have no skeletons.
Later in life I switched to thinking them as more like the
Tongue-Eating Louse, which is a much more accurate depiction of the 'burrowing into the host' 'feeding off its nutrients' and 'parasitically merging.' Plus, it matches the 'insectoid' description better than those worms. Obviously it's not an insect, but it is an arthropod, with an exoskeleton. So I imagined a Zerg larva-looking version of that.
That said, there
are vertebrates that also bite into their hosts and physically parasitically merge with them:
the male anglerfish comes to mind. When it dissolves itself into the female's body, it does it on the outside, so there's like
a little fish piece sticking off of her. But, you could imagine if the female were much bigger, and the male actually bit its way into her neck enough to merge with her spinal cord, and then imagine instead of male/female I meant the original Zerg and its host, I think that would work just fine, internal skeleton at all.
Anyway, the TLDR of my opinion: I'm ok with endoskeletal original Zerg, that still works, although the fact that they were described as insectoid suggests they should also have had some amount of exoskeletal covering and segmented mouthparts or something. Zerglings have both endo- and exoskeletons, and it works.
As for the Valentine's Day image, I wouldn't put any stock in it, I think the creature designs were just for fun. I'm pretty sure they're not meant to depict the original Zerg. The one on the left has little wings, which I don't think they associate with the original ones. If I had to put a label on them, I'd guess two larvae just beginning the process of morphing into other Zerg strains, the one on the left being a Zergling, but, again, I think it's just a one-time made-up piece of artwork.