Verified answer

It came from a bug.

Looks like a moth may have laid its egg in the spider's webb and got eaten by the spider. No that is not right the spider is missing. Hmm when the spider attack the moth the moth got big fright and flew away with the spider attached to it.

sounds like the larva of the Indian Meal Moth...they will crawl away from the food source to pupate...anything in you kitchen made of plants, usually something that has been around for awhile...old spices, dried peppers, flavored tea..cereals..nuts dog treats..etc. As you inspect for them, there will be silk strands where they feed, so rotate the package you are inspecting and you will see food particles sticking to the sides of the package.

they can get in through pipes, dont worry, get rid of it and keep an eye out.