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The moths are definitely six spot burnet. I'm less sure about the larva (it could be five-spot but that should probably not be in larval stage now). I doubt the pupa can be identified to species level.
You are right about caterpillars - Zygaenia sp (for me) - in absolute terms It cant be two species therefore Zygaena but it is short haired and therefore likely either a 5 or 6 Spot NOT (excludes) a Narrow 5 Spot Larve. Phenology varies locally with latitude and with climate in any given year and in itself a window exists , Whilst images seem to be taken in proximity the only way to be certain as you state is to raise or observe the larvae to adult
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