Luck you! Your area is fairly warm, I think. They should be able to finish eating as caterpillars, pupate, and then they will most likely spend the winter in the chrysalis.

I just responded to someone else about Black Swallowtail caterpillars and protecting them as they overwinter.

The fennel plants are aout 3 to 5 feet from some large buddlea. Do you think
The cats will migrste to them eventually?

I am in the same boat! Found many GST eggs and newly-hatched instars today. Do they stand a chance? They would emerge from a chrysalis in 5-6 weeks....mid November. I have one in a chrysalis in the house now.

We are having warm days and cooler nights, but cooler weather is coming.

How should I overwinter them?
K

K~You live in a much warmer zone, so I'm not sure for you--they will most likely overwinter as a chrysalis. You can keep them contained in some manner and be sure they experience winter conditions--temps/humidity. If you keep them inside, they will eclose too early.

Many people will put the enclosure on an unheated porch or in same area that is somewhat protected but still exposes the pupa to winter conditions. I've kept mine in a garage that had natural light, lots of windows and humidity from melting snow brought in from the cars.

When it's spring, keep an eye on your pupae so that you can release the adults.