Beautiful Unknown Fury Bug Moth?

That species is actually the Squash Vine Borer Moth (Melittia cucurbitae); native to North America. It is a well known pest species of it's namesake squash as well as related plants like pumpkins. The larvae bore into the vines feeding within and eventually emerge as adults albeit the vine having died off in the process. The resulting squash or pumpkins never fully develop at all or at least to a much reduced size.

This is not Cosmosoma myrodora as that species is found in Florida and from South Carolina on thru all the Gulf States to Texas. Our guest asking the question lives in Ottawa, Ontario Canada.

It is a Sessidae moth; Melittia cucurbitae (2536). The larva bore into vines of Yellow Squash and Acorn Squash. This species is known from east Texas North and to the Atlantic Ocean.

If you have a garden, plant some Yellow Squash. They are easy collected with the Sessid Pheromone Traps with Squash Vine Borer lure.

Evidently you either purchased some squash that was grown in South Florida or in Central America and it came home with you from the store.

Lure and traps may be purchased from Great Lakes IPM.