Brown-tails do occur on Sea buckthorn - just ask anyone at Spurn! - from a quick perusal of those that feed on sea buckthorn I can't see any other web makers.
Do you have any more shots, closer maybe (I can see a single larva in that shot)? If you do go back be very careful - Brown-tails are vicious!
Bill Aspins Birding Blog.: Spurn, East Yorkshire: 29th-31st May 2008.