Excitability, encountered in numerous fields from biology to neurosciences and optics, is a general phenomenon characterized by an all-or-none response of a system to an external perturbation of a given strength. When subject to delayed feedback, excitable systems can sustain multistable pulsing regimes, which are either regular or irregular time sequences of pulses reappearing every delay time. Here, we investigate an excitable microlaser subject to delayed optical feedback and study the emergence of complex pulsing dynamics, including periodic, quasiperiodic, and irregular pulsing regimes. This work is motivated by experimental observations showing these different types of pulsing dynamics. A suitable mathematical model, written as a system of delay differential equations, is investigated through an in-depth bifurcation analysis. We demonstrate that resonance tongues play a key role in the emergence of complex dynamics, including non-equidistant periodic pulsing solutions and chaotic pulsing. The structure of resonance tongues is shown to depend very sensitively on the pump parameter. Successive saddle transitions of bounding saddle-node bifurcations constitute a merging process that results in unexpectedly large regions of locked dynamics, which subsequently disconnect from the relevant torus bifurcation curve; the existence of such unconnected regions of periodic pulsing is in excellent agreement with experimental observations. As we show, the transition to unconnected resonance regions is due to a general mechanism: the interaction of resonance tongues locally at an extremum of the rotation number on a torus bifurcation curve. We present and illustrate the two generic cases of disconnecting and disappearing resonance tongues. Moreover, we show how a pair of a maximum and a minimum of the rotation number appears naturally when two curves of torus bifurcation undergo a saddle transition (where they connect differently).