Finally I could witness the emerging of Anthrax anthrax  from its pupa.
When the larva is ready to emerge it will break free from the cocoon using the comb on its lip and starts crawling towards the exit. It will use the comb to break through any cell wall it encounters on its way out. During this crawling any host cocoons present in the brood cells it passes through this way may be crushed .
Once it reaches the exit it will attach itself in the opening using anchor-like hairs and the fly will crawl from the pupa.
The emerged fly will rest nearby to harden. This is a female.
References1 Nederlands Soortenregister
2 KRUNIC, M & Stanisavljević, Ljubiša & PINZAUTI, M. (2005). The accompanying fauna of Osmia cornuta and Osmia rufa and effective measures of protection. Bull. Insectol. 58. 141-152.