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Thank you both for your contributions to the discussion.

I have done some further research and it must be Pales pavida:

1. The updated British List (July 2022) only mentions Pales pavida; there is no mention of Pales processionae.

2. The Oak Processionary Moth does not occur in Scotland - the nearest ones seem to be no further north than Birmingham. Even if P. processionae did occur in the UK, the nearest moths are about 500km south of this sighting.

James