Caterpillar / parasitoid wasp (Euplectrus sp.)

John La Salle, thanks again, I love your informative comments.

Sckel - I agree that that lacy looking stuff is probably not a fungus, but produced by the wasp larvae (in the same way that some produce silk to spin cocoons). This is not unusual, but generally restricted to certain groups of wasps.

I do not know what happened to that insect. I suppose it's wasp, not fungi, because seem to have cocoons in the middle of these lace. When I found this caterpillar, it is already in decay. I thought there was nothing else to happen, nothing would emerge. So I photographed the caterpillar and let the leaf somewhere in the yard, I no longer have this caterpillar to watch him again. Sorry, friends, I was not careful enough to keep the caterpillar. :(

Fungi rules ok?

Looks like this poor fellow has both parasites and fungi. Was the emerging wasp moving? Maybe the fungi got all of them.

It will be interesting to see if anything comes out of them. Stick them in a jar and see what happens. They look suspiciously like Euplectrus (Eulophidae) or one of its relatives - but you really need adults to tell.