I kept an eye on them for the next few weeks, but when the cold weather arrived in December they completely disappeared. Despite searching the plant thoroughly I couldn't find them and I thought that they may have become a snack for the garden birds.
However, in March I was pleased to find two large caterpillars and a smaller one in the pot!! They must have over-wintered just under the surface of the soil.
They munched their way through the sorrel until they reached about 10 or 12mm and then they disappeared again at the end of April. I presume that they formed chrysalises in the crown of the plant or in the soil, but I wasn't able to find them. Possibly they had wandered off to pupate in another part of the garden.