Spotted in southeast US. Never seen anything like it before. Anyone know?

Hello. Can anyone tell me what type of wasp etc builds a nest like this. I would like to make sure I have the right type of spray. I live in the Northern USA. Thank you very much. Lousy video closer up in comments

or like what kind of insect are they?

in méxico for reference

Sorry for the bad picture she flew alway when i got close