we have come across this, 2 of them but now 1 is missing!
Which then turned into this:
I THINK WHAT YOU MIGHT HAVE THERE IS A CATERPILLAR OF THE SPECKLED WOOD BUTTERFLY.
THEY LIVE ON WILD GRASSES.
THE FIRST PHOTO SHOWS THE CATERPILLAR. THE SECOND SHOWS THE CATERPILLAR TURNING INTO A CHRYSALIS. IT WILL SPEND THE WINTER THERE AND IN THE SPRING HATCH OUT INTO THE BUTTERFLY.