Looks like this is a **European wool carder bee** ( _Anthidium manicatum_ )
More precisely a female, judging by the round end of the abdomen.
![Anthidium manicatum](
Information regarding the nest it was found in:
> These bees construct their nests in preexisting cavities, using the trichomes of wooly plants.
>
> Females use their mandibles, which are sharply toothed, to remove trichomes from the stems and leaves of various plants. They then roll up the trichomes into a ball and bring them to a preexisting cavity. Inside the cavity, the bees fashion the trichome ball into cells, where they deposit an egg as well as a provisioning mass consisting of nectar and pollen. Once finished, she seals the entrance to the cavity with a terminal plug, which consists of inorganic and organic materials that she brings to the nest. Source
![Wooly plant](