HELP! Odd 2 headed bug? Never seen before? NEED IDENTIFICATION (If it was ever recorded)

Honest to god, I don't know if this has ever been even identified as a bug yet. I am hoping it is already because if it hasn't been, then I missed the chance to identify it as I have no pictures. It flew away before I could grab my phone.

Alright. Where do I start.
I was letting my dog inside the house, but on my screen door I noticed this huge long bug that she was sniffing at. At first I thought it was a large caterpillar (that is how long it was), but then I noticed wings. Not one set of wings though, 2 sets of wings making for 4 total wings. They were brown, transparent, kind of like wasp wings. But then the major part. This thing had 2 complete bodies. One body up top facing upwards, one body on the bottom facing downwards. The bugs themselves kinda looked like giant wasps or something, I don't know to be honest. Both bodies had what looked to be yellow stripes on them, but don't quote me on that. There was a little connection in between both bodies that kept them together. So I thought these wasps had an accident or something and got their stingers stuck together or something, but then I saw how they act. They walk, fly, and just act as one specimen as a whole. They both always walk in the same direction and took flight at the same time when my dog decided to jump up and try and eat it.

Honestly, I don't know if these are just 2 bugs that had an accident down the road or if this is something never seen before. Also, I don't know if each individual body looked like a wasp, they seemed kinda large for it, all I know is there were these light brownish, yellow, connectors on both of their bodies that were hooked onto each other that made them a single insect.

I am so, so sorry I didn't get pictures. I really wanted to get some pictures of this potentially new insect, but as soon as I was about to turn away to grab my camera, my dog scared it away.