Silk fibre mechanical properties are attributed to the development of a multi-scale hierarchical structure during spinning. By careful ex vivo processing of a B. mori silkworm silk solution we arrest the spinning process, freezing-in mesoscale structures corresponding to three distinctive structure development stages; gelation, fibrilization and the consolidation phase identified in this work, a process highlighted by the emergence and extinction of 'water pockets'. These transient water pockets are a manifestation of the interplay between protein dehydration, phase separation and nanofibril assembly, with their removal due to nanofibril coalescence during consolidation. We modeled and validated how post-draw improves mechanical properties and refines a silk's hierarchical structure as a result of consolidation. These insights enable a better understanding of the sequence of events that occur during spinning, ultimately leading us to propose a robust definition of when a silkworm silk is actually 'spun'.