Definitely a Cicada wasp. They are very big and scary if you see them and don't know what they are, but they are supper docile. You might even want to watch him for a while before you get rid of them. (There is only one.) They are industrious diggers and push the soil out backwards with their rear legs. They even have "feet"! (You can just make them out in my pic.)
There is no need for any kind of chemical. Just hit the hole with a hard stream of water for a bit. He will move on. If you google, you will find this recommended on several sites, and it works very well.