Mystery Bug

OK, all you geniuses out there. I have attached pictures of a bug that I found INSIDE my house yesterday. It was on the window to the patio - possibly trying to get out. I carefully picked it off the window and took it outside. The picture that looks like bumpy mud is actually a dish with wet sand in it (for the butterflies) I first put it there, but then moved it to the top of the cold grill. It never tried to fly away (at least while I was looking at it), but was gone this morning. It's possible the wind blew it away. I know it was alive, because it moved it's front legs, but never actually walked or moved otherwise. It had 3 sets of legs and black beady eyes. I wish I had gotten a better picture of it's antennae - not even sure it had any. It did have that antennae like thing on it's tail.

I'm curious what it is, but don't even know where to start looking. I do know, dragonflies have 4 wings - this only had 2. Moths fly at night - butterflies during the day. It didn't try to fly, but it's wings could have been injured.

Why didn't I just put it in a jar until all my questions were answered????