Great photos! What you captured is a female katydid (or bush cricket, family Tettigoniidae) carrying a spermatophore after mating. The white, heart-shaped package was transferred by the male and contains both sperm and a nutritious "nuptial gift". While the female eats the gift, the sperm move into her reproductive tract. It's a clever evolutionary strategy: the male ensures fertilization while providing valuable nutrients that help the female produce more eggs.