Tough little caterpillar!

This caterpillar has been eating one of my roses for more than a week now, with temperatures dropping to around minus 4 or 5 degrees some nights. There have been nights when I fully expected it to be dead in the morning, but each time it clamboured back up the stem in the morning and continued to nibble leaves. I'm not sure which species of moth it is (possibly Angle Shades, but the food plant is wrong) so I've asked the Bucks Moth Group for help with an identification. I've also asked them about the very strange swelling, like a blister, right at its back-end. I have never seen a caterpillar with a growth like this before, and wonder whether it's damage from a bird attack or from a parasite. I really need to watch it carefully to see when it pupates, then keep it so I can ID the adult moth...or the parasitic insect that emerges!