I was apparently wrong about the instar. My little cat changed its appearance overnight – the fuzzy outer coat has been shed, and you can now see the row of little black spines down its back.
This made me a little worried, because the Lady Banks Rose is not one of its known larval food plants. A little more research made me think it might have accidentally gotten onto the rose bush from the tree next to it, which probably IS one of its larval food plants.
Since caterpillars eat more in the later instars (some are downright piggy) I decided to put it on that tree. But when I went back out, it had completely disappeared. So in the space of those few minutes, it fell, trucked along at lightning speed, or got eaten. Mother Nature in action.