"Lucy" from Bedford museum

Observation - "Lucy" from Bedford museum. Description: The label reads Lucy lived in Bedford Museum from 6th Feb to 3rd Oct 1929. It is suspected that it is a species of locust? Any help with id or features to look for welcomed as it is a preserved dried specimen on cotton wool in a box.

The label reads "Lucy lived in Bedford Museum from 6th Feb to 3rd Oct 1929". It is suspected that it is a species of locust? Any help with id or features to look for welcomed as it is a preserved dried specimen on cotton wool in a box.