This caterpillar is the larval stage of the Small Eggar Moth. These moths are dark reddish-brown, large bodied moths. They are night flying (which is why I've not seen one yet). They hatch in large silk nests in blackthorn or hawthorn. They are quite scarce, so hopefully some of these will survive. They can spend several winters in the cocoon, so it may be a while before these are moths. They were found alongside the river.