For 2-3 weeks the caterpillars remained on the small bush and I checked on them most days to watch their progress. However, once they reached a good size I knew their days were numbered and sure enough they all disappeared within a couple of days of each other. Although I didn't see them do it, they will each have dug down into the soil to pupate. And what's more remarkable is that it will be several years before the adult moths emerge.
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Inevitably I took a few images of the caterpillars. First with my Tokina 10-17mm fisheye:
and secondly with my Tokina 35mm macro: