Scale Insect (Ortheziidae sp.)

I don't even know where to begin....any help appreciated.

We saw three of these, the next day I tried to find them in same location but all gone. Cloudy day looking like rain, really windy when we saw them also late in the day.

This critter is only slightly smaller than a ladybird larvae pupating, and thats what I thought it was when I first saw it.

Update: Thanks to the good folks over at NHM Nature Plus, Joe From British Bugs, and Jon Martin from the NHM Entomology Dept. for the ID here. If you would like to know more about these female Scale Insects here is the post by Jon.