That is a tomato horn worm pick them off and step on them or cut them in half with the clippers. Sometimes they are hard to see on tomato plants. It most likely came from the tomato and they will crawl. I think your squash and tomatoes will be fine. You will most likely get them again so keep an eye out.
FYI on the tomato I trim off the leafless stems where they have been feeding. So in a week or two if I see more leafless stems I know I got another one.