Is this an insect?
Unfortunately the photo quality does now show enough detail to be able to identify the insect.
I think I figured out the “burrowing” one that looks like it is covered in dried grass is a mini bag worm.
You are correct—good researching. Bagworm domicile it is. Below is another link shared by a fellow master gardener. The insect in your other photos appears to be a type of Lacewing. https://fmr.org/news/2016/07/20/mini-mystery-revealed-theyre-caterpillar-houses
Well, that was kind of fun. Thank you!