I saw this last night, it kinda sways a bit and I thought it was a bug then decided it was just a bit of fluff caught in the window frame. But it's moved today! And appears to be a tiny insect (beetle?) Holding onto a "case" type thing with a fluffy/dusty bit at the end?
Reminds me a bit of what caddis fly larvae do but they're found in water. Any ideas? Thanks