NMoasis said:
I also don't think that first photo is related to the other two. It does have the characteristic cornicles — rear horns — of aphids.
The first photo, which the original poster said it is not an aphid, has the typical long cornicles of aphids.
The speckled bush cricket has those barely visible even at young age or at any age.
Also the hind legs are very long in comparison with the other 2 set of legs even on a young speckled bush cricket, which does not correspond to the original image where the hind legs are almost the same length as the other set of legs, more like aphid proportions.
So while the op knows well aphids the shown initial image is not of a speckled bush cricket nymph.
