I’ll just mention that if you do mark any of these observations as wild, the location should really be the collection location, and the date/time should be the one at which you observed/collected these organisms.
So, if you find a caterpillar outdoors, bring it home to raise, and take a photo reasonably soon after collection that you use to create an observation that has the location and date/time of when you collected it, then that’s wild. Once the organisms progress through further instars, to pupae and then adult moths, it’s hard to see how any of those observations can be wild.
That doesn’t mean that observations of the later stages are not really interesting. There still is quite limited information of the larval and pupal stages of many insects, and so documenting which larvae turn into which pupae and adults is really good info to have. I would recommend that you mention the earlier/later observation in a note and link them via fields such as “Associated observation”.
The whole thing was stated quite succinctly here by @DriftlessRoots:
[Edited to add] If anyone has remaining questions about captive vs. wild observations, the list of forum links here (compiled by @Star3) is a great place to start your reading.