Umbrian - how very interesting - I have absolutely no idea!
I suspect aliens.
Update:
Wasp nest? - But they usually have the opening at the bottom. Top-opening would be more like a spider (thinking trap door spider), but it doesn't feel right. You seeing the same material through the opening at the top makes me think wasp nest (imagining one of the types of structure they build). Maybe the opening being at the top is OK if there is a rain deflector inside and a hole at the bottom. ...Is there a hole at the bottom?
Of course I am tempted to ask you to cut it open to investigate, but that's not allowed in the rules, is it?!
I can't really see it being the work of moth/butterfly/beetle larvae, or bug nymphs.
Ants? - No - there is silk.
The dark lines up the outside are a little confusing; I wonder if they are remnant (dead) lavender leaves, incorporated into the structure. ...And perhaps making it harder to see any fainter markings (showing how it was built). Wasp nests often show a particular pattern, created as they build the nest from chewed-up wood or other fibres.
Wasp nests have been reported in lavender -
http://cailho-le-haut.blogspot.com/2011/07/2011-07-04-wasps-nest-in-lavender.html.
You shouldn't have got me thinking about this just before I go to bed.
...Not least in case they come in the night - body snatchers, you know!