The caterpillars will have been put on a shrub that will provide them with food. Unless you want them using the shrub as an all you can eat buffet they need to go. Just prune that part off and put in your wheelie bin.

Thanks Mg. I had noticed the affected branches were looking a bit dead. It will get a prune tomorrow, definitely. It doesn't get attended to every year 'cos it's a real prickly one but it needs it now and I don't want to lose it so bye bye caterpillars. Not daft are they?

Nope they are not. Years ago we came across a tree that had been totally stripped of leaves - the caterpillars were abseiling down to disappear off and pupate.

What a shame. I hope they didn't remember where the good grub was and come back to lay more eggs. I take it the tree recovered?

No idea, we were out walking in Derbyshire 20+ years ago now.

Well, that's my lesson for today and one I won't forget! I couldn't believe how big the cocoons are, there are actually 2 of them filled with black dots which I think may be eggs and, of course, the caterpillars. I would have had a bald shrub for sure.
Thanks for your help, just wish I knew what they would have changed to but I'm not taking the risk, they have to go!

Exactly... I hate killing/destroying anything but, if the caterpillars are on a favourite shrub they have to go.