The mystery insect in Palma. | Humphrey Carter

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I need your help.

Yesterday lunchtime this insect was enjoying a bit of the sunshine on my balcony in the very centre of Palma.

I think it is a locust but for the life of me I can not be sure and I can not figure out what it is doing in the heart of the city.

Does anybody out there know what it is for sure and why it would be in Palma.

Thank you for your help and does this mean there are more to come?

We have already had jellyfish turning up the Balearics over the weekend, what could be next?