I don't have screens in my windows, for 15 or more years now, and earlier this year I found wasps' nests in the folds of my bedroom curtains. I usually don't close the curtains so I never see what is in the folds. They are grey, 8 to 12" tall, and a little over an inch wide, maybe from mud-dawber wasps??? What's strange is that I never saw any matching insects in my bedroom.
All I see are moths, something that fills the glass shade under the ceiling light, and last year some unusually bright fireflies. Considering the windows are open with no screens maybe 7 months a year, there seems to be a shortage of insects, compared to my youth.