Thank you, Ross, for your comment. What was the larva resting on the pine needle eventually became its empty skin. I did not see the cocoon then, and I obviously did not notice its occupant leaving the jar when I opened it (didn't expect to!).
After I saw that the larva liked to rest on a pine needle, I had looked at Neodiprion sertifer and did not think there was a good match, but later (and this is written as an edit) I realized that apparently the larvae change during development from plain looking to rather distinctly patterned. So, Ross may well be right when he suspects that my larva is N. sertifer. How amazing that it took less than 6 days from the larva still moving about to the parasite spinning and then leaving its cocoon.