I was looking about in my burn (river) and found these 4 bugs on some rocks/ stones. I have absolutely no idea what they are! Two look like caterpillars, one looks like a grub and the other one looks a bit odd. They are all from the water but never seen them before. Could anyone help to identify them?

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Gear Guide Identification of bugs found in burn (river)

Identification of bugs found in burn (river)