These are Giant Willow aphids, Tuberolachnus salignus. They appear from nowhere and then disappear equally mysteriously. Males are not known and neither do we know what they do over the winter or where they are the rest of the year. So if you would like to do a 'stake out' over the next few weeks you will be able to let us know and solve this puzzle - you mustn't take your eyes off them mind!
I would also and that they are among my favourite aphids - if it's not too weird to have a favourite aphid.
See the following link for more info:
Wow that was a quick reply.
Good News and Bad news time
I have since cut down the tree last week.
The branches are in our garden waste bin awaiting collection next Thursday and I did take care not to harm them. Would you like me to take them out and observe them?