The red bloodworms are Chirominid midge larvae and are different from the black mosquito larvae that turn into bities. The red bloodworms live in and feed on rotting plant matter. Mozzie larvae feed on bacteria in the water that grow on rotting plant matter. Mozzie larvae will hang out under the surface and dive to the bottom when disturbed. However they can't hold their breathe for long and soon float back up. The red bloodworms will stay on the bottom all the time.
The easiest to get mozzie larvae is to have a couple of containers of water outside under a tree. Put a few leaves (any sort of plant matter that isn't poisonous) in the water and let it be. A week or so later you will have mozzie larve (black wrigglers) hanging under the surface of the water. Use a fine mesh fish net to scoop them out, rinse under tap water for a few seconds before feeding to the fish.
If you are concerned about diseases then you can grow them in saltwater. Then rinse with freshwater to kill off anything on them. But they don't normally carry anything, especially if there is nothing else (like snails or fish) in the container with them.
***NB: it is illegal to culture mosquito larvae so don't do it.***
I have to say that coz it's the law

The mozzies will lay their eggs in any stationary water. If that happens to be in your backyard, then so be it.