According to the responses you entered, this is likely the pest you are dealing with. To confirm this, use the positive identification section.
There are multiple stink bug species known to feed on sorghum heads including the following.
Stink Bugs in Sorghum

Rice Stink Bug (Oebalus pugnax). These stink bugs are yellowish brown with a narrow body compared to other stink bugs. They have spines on their “shoulders” that face out and slightly forward.

Conchuela Stink Bug (Chlorochroa ligata). Photo by Ted Eubanks. These can be distinguished by the orange coloration on the tip of their scutellum. They will often have orange around the edges of their body too, but not always.

Southern Green Stink Bug (Nezara viridula). Photo by Didier Descouens.

Red Shouldered Stink Bug (Thyanta Custator). Photo by Russ Ottens.
Biology

A rice stink bug on sorghum head.
Stink bugs are an insect pest that can affect row crops including sorghum. They get their name because when agitated they can release an unpleasant odor. All stink bugs have sucking piercing mouth parts. Stink bugs can cause significant losses in sorghum because they feed directly on the developing seeds. After feeding, the damaged seed is more likely to be affected by fungi or other plant diseases.
Positive Identification
A stink bug adult can be positively identified by looking for the large triangular shaped scutellum on their back. Their bodies are normally shield like in shape as well. Determining the actual species is not as significant for stink bugs because they are all controlled the same. Use adults for identification and not juveniles which lack a scutellum.

An adult (left) and juvenile (right) rice stink bug.
Other Important Hosts
Cotton (boll feeding)
Control Tactics
Scouting Tips
The training video above discusses different types of stink bugs that can be found in sorghum and demonstrates the beat bucket technique to scout for them faster. We highly recommend you watch it if you have sorghum in the flowering, milk and dough stages.
A Word of Caution
Not all stink bugs are harmful to sorghum heads. A few species like the spined soldier bug shown below are actually predaceous and feed on other insects. To identify a spined soldier beetle, use the diagram below to help you.

Notice the dark spot on the center of the clear wings and the strong spines that are pointed outward rather than forward like in the rice stink bug. These are normally brown in color. Photo by Michael Patnaude.
Although we tried to include the most significant pests related to sorghum our tool cannot help you identify every insect found on sorghum. This tool is built to inform you of the most common and significant pests of sorghum in Texas. If the insect you are dealing with does not match the description above then talk to your extension agent or visit this page to look at all the different important potential pest associated with each part and growth stage of sorghum. For management information of a specific pest talk to your local extension office.
Southern Green Stink Bug photo usage details (By Didier Descouens – Own work, CC BY-SA 3.0, https://commons.wikimedia.org/w/index.php?curid=30854399)
Red Shouldered Stink Bug photo usage details (Russ Ottens, University of Georgia, Bugwood.org licensed under a Creative Commons Attribution 3.0 License.)