I know its from yesterday but I just wanted to say thanks to Carole for identifying it.
It gets its name from the saw on its tail which it uses to cut holes and bury its eggs in conifers , one explanation for it being out in suberbia is below, I dug all this up on the internet.
The eggs are laid (drilled into) conifers where the larvae burrow through the wood. For this reason the horntail often turns up far from their original location as they will emerge from wood used as fencing posts and other industrial uses.