Did you notice any abnormalities attached to your axolotl? You said your axolotl isn't very large... That's a huge parasite to come out of a very young axolotl. It looks like it was an internal kind, and looks like it had some sort of film/ casing around it. Very interesting.
I'm afraid I can't give any advice on where to go, and if you need to treat for it or any remnant hangers on. Very sketchy for having just gotten the axolotl as well. I advise asking the store you got it from about parasites in their axolotls, if they'd know anything about it, while you're waiting for a reply. I think this thread needs someone with a lot more experience in tank invader and parasite IDs.
I'm also tempted to say that it looks like a badly digested mealworm. Do you know what your dried worms are and the full diet the pet store fed, or can you get the info by calling them? The axolotls would most likely get parasites from food, so I think this can be determined by a full briefing on diet.