While this shale worm is flagged tameable it is very difficult to tame. it is only accessible to goblins, during their intro quest chain and phases out after you score the goal in the footbomb game and the volcano erupts. Because Worms are classed as Exotic you need to be level 39 to tame it. This means you'd have to grind for a very long time, killing Kezan NPCs, to reach a level at which you could tame it before leaving the island.
This beast appears when you walk over the rumbling patches of dust and mushrooms in the Forgotten Depths.
*Level scaling: In Shadowlands most NPCs will scale with the Hunter's level, within the constraints of their level range. Hunters can tame regular NPCs up to 2 levels higher than them, but can only tame elite NPCs of the hunter's level or below.