Question
Can these Sawflies consume other shrubs or pine related shrubs. If so, what should I do about my other plants now? Thank You!

Answer
There are several species of pine sawfly. Some may eat other conifer type trees like pines and spruce but none will get on other non conifer trees. There are some hardwood sawflies but the pine sawfly for the most part will only get on pine species. I would do nothing until you see sawflies on other plants, then these can easily be sprayed or picked off. There is no need to spray insecticides unless there is a pest present.