I pulled on my chest waders and went into the pond to clean off my lilypads and blossoms. Tons of aphids! Who knew the little guys could swim...shortly after washing them off, they swam, or floated right back on! I pulled out the damaged or dead leaves, and will spray them with the hose a couple of times a day. My mosquito fish will eat them, but they can't keep up. My big fish ignore the bugs. By the way , the reason I use waders is because I have "Backswimmers" living in my pond. Those are bad bugs; they have a bite like a yellowjacket. Imagine an amphibian attack group that checks out everything entering the pond. Scary, and the only way to get rid of them is scim them up and smash them.

In very large numbers, field crickets have been known to cause problems in gardens, especially with seedlings.

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).

If you look closely at the top of these plants, buds should be forming on them if they are truly Liliums. 5ft. is pretty average for mature orientals/trumpets, which I'm assuming yours might be since Asiatics are just about at their peak right now. If you could take a few photographs of your plants and the area where it's growing in, we might be able to provide you with more information. Cheers, Riz