Yes that "tail" is the ovipositor which normally is retracted inside the abdomen. Here is a picture showing it on an other Cuckoo wasp.
http://bugguide.net/node/view/713680/bgpage
So beautiful Gilma! These are usually so hard to photograph outside. I think Cuckoo Wasp also, if you look at pictures of them, many often have their ovipositors-stingers extruded and that might be the case here.
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