Beer works great for slugs and snails too. Just put some in a dish around the plants and the slugs will go to that and drown, they can't resist it. To cover all bases you could also put up some sticky fly paper close to the plants incase it's cucumber beetles or something that flies. I don't think it would be caterpillars, they wouldn't leave the plants and you would most likely see them on or under the leaves. But it wouldn't hurt to put a sticky mouse sheet between a couple plants and see what you catch, could even be earwigs and they would be out at night. Once you know what it is you can commence the war upon them lol