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It does look like a leg in the second photo wrapped along the stalk. Actually in both photos!

White furry moth isn't an unreasonable ID, but they live in Canada, not Europe, so I dunno.

Nice one @artofwisdom!

Yep, that's it alright! Nice ID!

Yellow-tail
The yellow-tail, goldtail moth or swan moth (Euproctis similis) is a moth of the family Erebidae. It is distributed throughout Europe to the Urals, then east across the Palearctic to Siberia. It is also found in Sri Lanka.
This species has a wingspan of 35–45 mm, the female usually noticeably larger than the male.

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