Weird Bug! Part 1

Hi, this is Lola, one of the Five D's.  Have you ever seen a bug like this? If you have any comments please tell me.  If you can't see the bug clearly, it has a long nose, a cone rear-end, an antenna, and probably has six legs. 

My Mom was outside digging up potatoes, in our garden with my little brothers, Juwan, Lige, and Brennan.  All of a sudden they found this thing in the dirt.  It was in a cocoon; it was also, wiggling it's rear-end.  Brennan took it and put it in a jug with dirt. Brennan accidentally forgot to put holes in the jug.  We thought it was dead, but it turned out that it wasn't dead.  After it emerged from it's cocoon, it died.  We Think! My Mom thinks it is a Lunar Moth, but refuses to let us search it up.  That is why I need your input.  I have some questions myself. Here they are: What is the nose-thingy? Is it a relative of a Cicada? How many legs does it have? Is it Male or Female? Is it dead or alive? (Yes, that is one of the questions.) and Is it young or old?  We need to know what this weird bug is.  Please, tell me what you think. 
             This was done by: Lola (age 11)

This is the bug!  Ew!