Hello Micah68, Thanks for the photo. I can't ID that caterpillar. But I can tell you how to take care of them: Safer Brand Caterpillar Killer. Lowe's and Home Depot usually sell it for about $10. Mix 1/4 teaspoon and a quart of water in a spray bottle. Then spray any plants that caterpillars are eating. I use it on my water lilies and tomato plants maybe twice a month. That little 8 oz bottle will last for years :-) The active ingredient is BT, a strain of bacteria that kills caterpillars, but is harmless to humans and pond critters. As for me coming across as a little harsh. Sorry, that wasn't my intent. Good luck

The type of damage and the droppings point to an insect larva and not a slug or a snail (snails tend to graze across a leaf or bud, leaving holes surrounded by undamaged leaf). Since you haven't found any caterpillars it's probably a sawfly larva or something similar. These look like caterpillars, but hide in the soil near the plant during the day. If you go out with a flashlight just after it gets dark you should be able to spot them. If there aren't too many you can handpick them & dispose of them, otherwise I'd suggest a systemic insecticide (and perhaps a preventative spray early next season before the damage gets done).

Here is a pic of what this lily looked like during its bloom

I had some lilies in a container that looked like that - actually quite a bit worse - after the snails got to them. All the leaves nibbled down to just stubs. And bunnies could cause similar damage as well. At least yours managed to bloom! Mine never even made it up to the bud forming stage :-)