RE: Fascinating insect. Maybe a centipede?

Centipedes don't belong to the class Insecta but to the class Chilopoda. Insects always are having six legs only.

Your photos show a caterpillar not a centipede. Caterpilars are insects. Like all other insects also caterpillars have only six legs (three pairs near the head). Structures of the abdomen which appear to be additional legs are called prolegs.

To learn more you might read this pinned post!