American Cockroach, about two inches long? We have a hardscape patio on a bed or gravel with an inch or two of fine sand below the about 2" thick concrete pavers. Late last night I saw this bug/roach busy at work pushing sand up a hill it had created. If it is a roach, can you recommend a product to kill it? We've had this patio several years, and see small ants piles of sand on or next to the patio. Nothing like this. This new "construction" there is no other entrance/exit hole anywhere around the patio.
The insect in your photo looks like a digger wasp and there are several types This is a beneficial wasp as it is predatory or parasitic to pest insects.
Here is more information http://extension.umd.edu/hgic/insects/predatory-wasps