This is the egg on 19th March:

This is it today:

The bud has burst and elongated but it is definitely the same one! Here is a close-up of the egg, showing where the larva emerged through the micropyle. There is not a hole in the side - that is just the sun being cast through the top hole:

I examined the bud for signs of a caterpillar or of a hole where it bored in, but I couldn't find anything. I imagine (hope) the bud is growing so fast its new scales covered up the hole the caterpillar made within a day or so of it emerging. If so, then there is a fat little purple hairstreak larva guzzling greenery inside that bud. Alternatively, something got it... But there were no signs of beak marks on the bud either, where a tit might have gone for the tiny grub.
Guy
PS - thirty species of butterfly flying in the Rhône Valley today.