Perhaps they should be posted on a page devoted to insect diseases or parasites. They are interesting, and perhaps we'll eventually sort out what was wrong with this poor creature.

Moved from Grasshoppers, Crickets, Katydids.

Moved from ID Request.

include three sarcophagids in three different genera, and trichopsideine nemestrinids ((1), pp. 116-7). I don't think I've come across mention of any other insect endoparasitoids (or ectoparasitoids) of grasshoppers. Too bad you don't have a clearer shot of this larva, if that's what it is. Was it moving?

I'm still guessing perhaps M. fasciatus, and still unsure. As for the thing at the back of the pronotum, it still looks more like some fluidy substance oozing out from an infected inside than like a larva to me, but it's hard to tell for certain.

Diptera looks pretty good for the parasite.
Added a second image that shows a bit more of the hind leg. Didn't get anything from the other side. Did realize this angle would have worked had she had the right one, which would explain the movement even more than anything else.

since I think cold that would cause something like this would probably kill the insect outright. I have seen others with similar growths (but it usually comes out at the back of the head instead, but I don't know the organism that causes it (probably a fungus or perhaps a bacteria). Another possibility is that she got stepped on. Anyway, this is a female Spur-throat Grasshopper of the genus Melanoplus, but it's hard to be sure which species she is. Did you happen to get a shot from the other side that shows the outside of the hind leg? That could help to identify her. I'm thinking perhaps M. fasciatus (based on coloring of the hind leg), but that's just a guess at this point. The very dark color all over is indeed probably due to cold. Many species tend to turn very dark (often nearly black) when the weather turns cool in the autumn.