I don't think they come this far north! Do you know a good web site for identifying caterpillars (in the UK)? I spotted a black caterpillar with orange stripes but can't find it on a search.
This website seems to think you can find plume moths in the highlands - not sure about where you live though.
You should submit any records as there are not many from the highlands.
ISpot is meant to be a good website.