I had something very similar, although not quite a right angle, happen in H.orientalis larvae. It was a time, many years ago, when i tried rearing a larger number but kept the eggs and the larvae too cool. I also had spinners that time.
I haven´t seen it again, but truth be told it could be happening frequently and i´d never know.
It´s not easy to predict the cause. If it were the result of inbreeding causing homozygosis for a rare allele, it should appear consistently. If it doesn´t, then it might be the product of a random deletion, or other mutations, or something else entirely.
Given the amount of offspring they can produce i don´t think a few malformed embryos are necessarily a reason for concern. What would be weird would be to not see any, ever.
That reminds me i recently sent Caleb the first ever pair of twins (pyrrhos) i had ever personally seen. Embryonic abnormalities are sometimes very unfortunate events, but they are always interesting (if you are an evil nerd).
Awesome picture, by the way, althouh i´m sorry for the little guy.