It's difficult to judge without photos, but given the timing, cicada "turrets" are likely to be the cause of your mud casings. They make such caps to their tunnels when emerging from wetter soils; drier sites tend not to have a cover over their tunnel. One image of a turret is included in this gallery: https://cicadacrewumd.weebly.com/gallery.html

Burrowing crayfish can also make mounded-mud tunnel entrances, but they look different than cicada turrets and would likely have been encountered in years prior if they lived in the area. (See third image here as an example - https://www.marylandbiodiversity.com/view/477)

Cicada Killer wasp adults are not active yet; they are evolved to make use of annual cicada prey, which don't appear until July and August, and so aren't going to take advantage of periodical cicada emergence. Here is a page on their behavior, including an image of a typical burrow entrance: https://extension.umd.edu/resource/cicada-killer-wasps

Large-bodied bees could be Carpenter Bees or Giant Resin Bees; they look similar to each other, and similar to bumble bees.

Carpenter Bee info: https://extension.umd.edu/resource/carpenter-bees
more images: https://www.marylandbiodiversity.com/view/3418

Giant Resin Bee info: https://extension.umd.edu/resource/giant-resin-bee
more images: https://www.marylandbiodiversity.com/view/3314

Large, bee-mimicking, hummingbird-like insects include Clearwing moths, a subgroup of Sphinx moths like the aptly-named Hummingbird Clearwing: https://www.marylandbiodiversity.com/view/108  While more commonly seen in summer, adults have been spotted in spring, and their feeding behavior resembles their namesake. However, they're not dark and black-bodied, so what you are seeing sounds more likely to be an actual bee than these moths.

Miri

You're welcome.