We gently gathered it up and let it go into the back garden, which is quite overgrown, so a haven for insects! I do hope it survives ok! It was a very mild day, but I don't know where it had come from...I've never seen anything like it around here before!
I have entered the details on the survey section of this site, and noticed that it hasn't been spotted too frequently outside of Essex!
Good Luck in all your endeavours!