They only take two hits, I had to read through the wounds on locusts several times myself. Here is the text form page 19 of the rule book.
Each Locust figure can only exist in one of two states:
healthy (no wound marker under its base) or wounded
(a single wound marker under its base).
If a Locust figure is dealt a number of wounds that is less
than its current health value (as indicated on its Enemy
card), it is wounded. Place a wound marker (of the same
Locust type) under its base. The value on the marker is
now that Locust figure’s health.
If a Locust figure is dealt a number of wounds that equals
or exceeds its current health value (as indicated on its
Enemy card or on its wound marker), it is killed. Remove
the figure from the map and place a dropped weapon
marker facedown, or if unwounded, drawing a
new marker from the pile of unused wound markers.
This marker is either discarded or becomes a dropped
weapon marker as described on page 20.
Some Locust figures do not have wound markers (such
as Tickers) because they only have one health. A single
wound kills this figure type, and these figures never
If a wounded Locust is dealt wounds less than the health
listed on his wound marker, it is not killed (nor wounded
a second time). It simply retains its wound marker until
dealt enough damage to kill it.
Some abilities use the phrase “deal 1 wound to each
figure in the area.” In this circumstance, each COG in the
area is dealt 1 wound (must discard 1 Order card), and
each Locust in the area is dealt a single wound.
If a Locust figure is healed, its wound marker is discarded
to the pile of unused wound markers.
Reminder: the health value listed on wound markers does
not necessarily reflect the exact number of wounds dealt
to the figure (see the “Important Note” on page 18).
So even if a Locust has 3 health to begin with and you deal it less wounds than it has health you place the wound marker under it and from then on that's it's health. Makes some of them harder to kill when healthy but once wounded they can go down pretty fast.