Multiple cocoon of many mysteries

I'm not often stuck for an identification, at least not for long but while dismantling an old fence panel a few days ago, I did find some things I really couldn't identify, at least maybe not...

Cocoons found attached to an old fence panel

The left-hand one is in some ways the easiest - it's probably a moth, maybe the knot grass (Acronicta rumicis) which I have seen in our garden and which makes long grass-covered cocoons (this one is around 55-60mm long including the grass) - hopefully I'll find out for sure when it emerges as it's now in one of my hatcheries.

The other one is less straightforward. As there's a cigar-shaped cocoon inside it, it is more of a nest than a cocoon as such, and appears to have two concentric 'walls', the inner one thicker and covered in tiny wood fragments.

The 'inner' nest around 18mm long, the cocoon inside is around 8mm long.

The cocoon within the inner nest - whatever was inside has clearly emerged, leaving an open end with a small 'lid'

Next to the cocoon, there's clearly a small black shape, plus in the very top photo, there's material between the two nest walls.

The small black shape turns out to be a dead and shrivelled caterpillar - whatever it was, it bore long hairs/bristles which can still be seen. Length approx. 6mm

From this angle, the true legs can be seen towards the head end (left) curled under the thorax, while the larger, stubby prolegs are more clearly visible in the middle/rear

The relatively simple lens/eye arrangment of the caterpillar

I can't tell what this caterpillar is as it is dry and shrivelled, but the form of the inner nest suggests a puss moth (Cerura vinula) or other member of the family Notodontidae. Mature puss moth larvae are large and spectacular, but the first instar is small and black. However, it doesn't have long bristles, so can't be this species, though other members of the family may be plausible candidates. A different question does arise though - cocoons give rise to adults, not larvae, so what is it doing here? If there were wasp eggs, then one plausible explanation would be that it was brought in immobilised by a solitary wasp as a food source for its own young. However, this is a nest with a cocoon in it, not eggs. Also, there is no evidence of a wasp in the cocoon, but there is the material between the inner and outer nest walls. I am unaware of any wasps where a host caterpillar is entombed by a pupating larva to await its adult emergence, but they are a diverse group  often with complex (and often poorly understood) life-cycles, so I imagine it is possible. Alternatively, the caterpillar was simply caught inside a nest construction and starved.

Spider exuviae (moulted skins) within the outer nest

As seen in the photo above, the material consists mainly of moulted spider skins (exuviae) of differing sizes, sugessting an individual spider grew and moulted several times using the thin outer nest (the red structure top-left is a set of mouthparts, almost as large as the whole skin bottom-right). It seems plausible that the hiding place was a good one and a spider simply used it, building its nest around the tougher one already there. Looking even closer there is more to see.

The thin outer wall and the thck inner wall with wood shavings. Just below where they meet, a small white structure is visible in partial shadow.

Hidden behind the larger structures, what appears to be another, much smaller cocoon. This is now also in a hatchery awaiting whatever emerges.

This looks like an opportunistic cocoon-builder that has just used a handy crevice, but it may be related to the larger nests. I don't know which species are involved, but I hope that the two remaining cocoons remain viable and I'll see which species emerge. You never know, it might shed some light on the mystery nest/larva - and if it does, I will, as ever, post it here.