UPDATE : Thanks to all those that helped, it has been identified as a species of Digger Wasp with the scientific name of Sphex maxillosus.
I have a solitary Wasp in the garden and it’s digging a tunnel in the grit between our Calçada. I have looked through many resources and cannot ID it. The closest I have found is a Hover Fly Parasite Wasp, but it lacks the white strips on the rear legs.
As you can see in the 2nd photo, its grabbing pieces of grit in its mandible and dragging it out of the hole. It is around 7cm long, so quite a large Wasp.