Thank you for replying. I actually posted my question to our local horticultural association and here is the answer I got back and I think it fits -
It could be the delphinium leaftier which is a caterpillar that emerges as the leaves are unfurling and feeds on the growing tips. One strategy to control it is to remove the tips along with the caterpillars and destroy them. It only has one generation a year so this can control it for the season.
Delphinium leaftier
Delphinium leaftier
Hosts: delphinium and larkspur Damage
The larvae tie the uppermost leaves of the plant together over the terminal bud. They damage the plant by feeding on the leaves and the growing point, preventing the plant from flowering. Stalks are also damaged and tied together. Black droppings from the larvae are usually seen within the webbed leaves and damaged stalks. The delphinium leaftier does not kill the plant, but greatly reduces the ornamental value.
Description
The caterpillar is 10 mm long and pale green with a narrow yellow stripe. The adult is a brown, non-descript moth.
Life cycle
The insect overwinters in the soil as eggs. The caterpillars emerge in the spring when the plants begin to grow. Pupation takes place in late June. Adults emerge in July and begin laying eggs at the base of delphinium plants in late summer. There is one generation a year.
Control
• In the spring, once the plant has grown 15 to 20 cm tall, cut it back to a height of 4 to 6 cm. This method will delay flowering, but will reduce damage by the insect. Dispose of the material, but do not compost.
• Hand-pick and destroy larvae.
• Alternatively, prune out affected stalks.
• Spraying is not usually effective, therefore not recommended.