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I would say this is a Lasiocampa moth. Given the area, Lasiocampa quercus.
Regarding the proof...I couldn't find a photo where the moth has the same position. 🙂

I forgot to mention in the op that the person who took this photo said there was no wings on this creature, and he had no clue what it was, cause that was the first thought.

I did some extra research. There are some moths species where the females are wingless. I replied to your post with the details I found. 🙂

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