Thank you to Rebecca for identifying this colourful caterpillar…
I know what this is from bitter experience, a mullein moth, or will be, but not in my garden as I have declared war on them. If you want to see what they do to verbascum leaves pop by.
The following information comes from the Gardeners World website
The mullein moth, Cucullia verbasci, lays its eggs on verbascum, buddleia and figwort at the end of spring. Shortly after, from late spring to midsummer, the caterpillars demolish the foliage. Bad infestations can actually strip a plant. They then hide in the soil to pupate.
Solution Organic
The bright yellow and black caterpillars are easy to spot as they crawl across the leaves, and can be picked off by hand.
Chemical
The moment you spot an infestation, spray them with bifenthrin or pyrethrum. If the plants are in flower, spray in the evening, so pollinating insects aren’t affected.
PARWICH.ORG 
I know what this is from bitter experience, a mullein moth, or will be, but not in my garden as I have declared war on them. If you want to see what they do to verbascum leaves pop by!
I’ve got 1 in my garden I’ve never seen one before I’m in Stevenage Hertfordshire