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Capnobotes fuliginosus
The katydid was attacked by the wasp.
That is, the wasp is surely Palmodes praestans. See
http://bugguide.net/node/view/1327587
I observed just such a wasp dragging a sooty longwing across sandy soil in the Sandia Mountains of NM. I collected, imaged, identified, and posted the images on Bugguide at the referenced link. It appears to be a rather uncommon species of wasp, based on the references cited therein.
The prey is actually a Katydid, Sooty Longwing (Capnobotes fuliginosus) - http://bugguide.net/node/view/41584 to be exact. Not sure of species of the wasp, but it's a kind of Thread-waisted Wasp (Sphecidae).
Thanks K.andrews
it's quite possible, honestly I'm not so well informed in terms of insects, have a lot to learn about them ;-)