How strange! Can you take a razor blade and cut it in half to view the inside formation? I don't see any larva or even eggs, but the honeycomb structure certainly looks as if it is made by an insect; but, I have seen fungus that forms honeycomb-type structures. Plus, the fine threads you found sounds very much like something that a caterpillar would make - Again - How strange!!
This will be interesting for someone to identify - can't wait......
Have a Happy New Year!!
Steve
