As robo says, you’ve found a bumble bee colony. I moved one last year and raised them in a little box. I used a box that was about 6” x 6” x 4” tall, but you probably don’t really need to put them in a box if your goal is to simply save the bees. My goal was to watch and observe them so I went the box route with a plexiglass top.
I picked up my colony with the shovel and put them into my box. Assuming you don’t plan to watch them, maybe you can just use a shovel and gently move the nest to a new location with some protection from the elements (rain). Bumble bees usually live on of near the ground, often in mouse nests or rubble.
I’ve never been stung by a bumble bee, but some folks on here claimed their sting was 10x worst than a honey bee. I don’t know, but I figured I would wear my bee suit just in case. Surprisingly the bumbles really didn’t come after me. They made a LOT of buzzing though. :-D If I was going to do it again and didn’t own a bee suit, I would be comfortable doing it wearing thick sweats, a sweater, and a head net. The thick material of the sweats/sweater is thicker than their stingers so that can’t get you. Rubber dishwashing gloves work well for hand protection. Just don’t panic and gently work the nest free and move to a new location.