I found brown, capsule-like objects among dead grass in newly laid sod. What are they?
Your sod had cutworm moth eggs when purchased. They hatched, caterpillars fed for days, then pupated—the brown things are cutworm pupae. Caterpillars emerge at night and chew grass stems at ground level.
Apply a turf insecticide late in the evening. Effective products include:

sod cutworm pupa in soil

sod cutworm pupa and caterpillar
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