Hi Paul
I have a bit of experience of watching females and finding eggs and larvae. Females, despite their large size, have a habit of both appearing from, and disappearing into, Sallows almost unnoticed - they are very difficult to track once inside but if you are lucky enough to keep your eye on her you will see that she is very manoeuvrable even in quite dense foliage.
As Guy says the normal ( though not exclusive) leaf type is the broad leaved not narrow, pale apple green in colour, with a matt not shiny surface and a 'soft' feel to the touch. The location is in shade, sometimes in very dark shade, either from the bush itself or from surrounding trees. Often the eggs are right inside the bush on a sprig that has a little bit of access around it. They do much more prospecting than laying and as Guy says are very fussy.
The ones I have found have been 2-3m high but I have seen them laid higher.
Once the larvae are feeding the leaf pattern is a good indicator for location, and if the pillar is not present its worth checking to see if the egg base is still present - if so - the caterpillar may well be nearby as they can travel a good distance for such a tiny creature.
I have only ever seen one egg lad in a bush but have found two caterpillars on the same bush but probably by different females.

- One from last September
The wonder of the world, the beauty and the power, the shapes of things, their colours lights and shades, these I saw. Look ye also while life lasts.