This same individual in others life cycle stages:
Initial pupal stage: https://www.inaturalist.org/observations/105683694
Final pupal stage: https://www.inaturalist.org/observations/105684001
Adult: https://www.inaturalist.org/observations/105684206

Plant: Orchid Dendrobium nobile fixed in palm tree (Arecaceae). Probably the caterpillar must have been feeding on the palm leaves and has gone into the pupa stage in the orchid.

Feeding on Aesculus pavia flavescens, it seems like they mostly keep to the underside of the leaves for what I guess is to avoid predation. They no longer exhibit the gregarious nature at this size, and they now eat the leaflet veins but leave the midrib.
Their previous observation can be found at https://www.inaturalist.org/observations/111733680

Many of these larvae have connected hickory leaves with silk. Larva encased in protective tube of silk and frass, hidden in leaf and stem clump. Reminds me of alder and sweet gale Acrobasis larval casing that I find in the Upper Peninsula.

Silk-fastened sand tubes on the stems of Prunus pumila in sand dunes.

Whereas similar sand tubes observed here last month by @tyler_miller appeared fresh and intact, the tubes observed today were in disrepair. Quite possibly the constructors have matured given that the flight dates for the species in the area span July 16-Aug 23 (n=5).

Scholtens (1996) noted:

Prionapteryx nebulifera Steph.-Cheboygan, Emmet: 4-25 July. This distinctive looking species flies in sandy areas including inland jack pine plains and on the lakeshore dunes. Balogh has reared this species from sand cherry (Prunus pumila), on which it forms sand tubes leading from the substrate to the leaves of the plant. Daecke (1905) described this species making sand tubes on huckleberry and sand myrtle in New Jersey. Larvae retreat into the tube when not feeding.

Scholtens, B. 1996. Moths of the Douglas Lake Region (Emmet and Cheboygan Counties), Michigan: V Counties), Michigan: V. Crambidae and Pyralidae (Lepidoptera). The Great Lakes Entomologist
29(3): 141-160.

These are the silk tubes the larvae weave in the sand. According to Powell there are several other inverts that weave silk tubes in sand, but the tubes of this moth are always attached to living vegetation, often early stabilizing plants like Ambrosia, but they are generalists that will feed on many dune plants, including Eriophyllum (shown here), lupines, coyotemints, etc.