This must be one of the web's most mis-identified species. Type short-winged conehead into Google and you get lots of images of long-winged conehead nymphs, which is what this is. The wings don't fully develop until the final instar. The easy way to separate the species is to find a female and look at the ovipositor's shape. Long-winged's is straight like this, short-winged's is curved upwards.
This was at the NE corner of Rookery Pit North by the railway. There were quite a few nymphs, including much earlier instars. This species has become quite widespread in recent years. (Short-winged Conehead by contrast is much more localized, at wet places like Flitwick Moor and Fenlake Meadows).