The blue-winged grasshopper (Oedipoda caerulescens) is not found in the UK, as far as I know, but has a wide distribution in Europe and Asia.  It is a cryptic species, which adapt their colours to their surroundings.  They like dry places with bare ground or low vegetation and are frequently found, like this one, in dunes.  I saw this one behind the dunes on Morouzos beach, Ria de Ortigueira, Galicia.  You would not know it from these photos, but they have blue wings!