Hover flies are very beneficial to flowers and I haven't heard of them living in nests so maybe it's not them. Whatever they are they aren't likely to survive much longer because it's getting colder.

Nothing to worry about.

Agree with Cammomile and Stera - just let them be. As gardeners we can be all too keep to kill insects, many of which we need as pollinators.

Most likely ground nesting bees - more info in the links below. Best not kill them, really, if you can bear not to, we do need them all for pollination purposes.

http://www.moraybeekeepers.co.uk/bees/solitary-bees/

http://bumblebeeconservation.org/about-bees/identification/other-bees/

Even if you had a pest control company kill them, more will come back another time because the conditions there suit them. Rather than killing them, wait till they've emptied out in spring, then improve your lawn conditions, if you don't want them back - the soil is probably light and perfect for mining bees, so if you really don't like having them out there, you may need to dig over, incorporating composted materials, particularly composted manures, allow to settle and returf or cast seed.