Well, the answer is here, so I just wanted you to see this. The caterpillar is, of course, a larva, and the lappet moth is Phyllodesma americana.
Well concealed caterpillar. Lappet moth, using lappets to blend in pic.twitter.com/ApszpzKMou
— Richard Lewington (@rlewington2) September 21, 2016
Here’s another picture of the caterpillar; don’t ask me whether they can change colors (either within one period or depending on their habitat) or come in different colors”