It looks like a Clouded Buff, Diacrisia sannio.
Since I posted this a while back, the caterpillar (after stuffing itself on a number of hollyhock leaves) has pupated and I am keeping an eye on it. Before it pupated it was at least 50% larger and looked very much the classic woolly bear with heavy dark brown fur. I have included a photo of the pupa. I hope it will hatch and if it does I will post a picture of the emergent moth.
PS Will any of the museum ID Team be present at the open evening tomorrow? I shall be there.