Matthew Oates (author of His Imperial Majesty) has sent some tips, via our own Purple Emperor guru, Dennis Dell, about how to seek out and find over-wintering caterpillars.
A PE caterpillar, just before hibernation, often secures its feeding leaf by a silk thread to a twig. It will eventually crawl away from this leaf to find a hibernation spot one or two metres away on a twig or twig branch. So one strategy is to look for the 'dangly leaf' when all the other leaves have fallen.
These images show what to look for....