These yellow leaves on a Heliopsis are a symptom of an iron deficiency. With the appropriate fertilizer application, they will green up within a week or two.

The caterpillar could be a sawfly larvae. Picking them off and throwing into a cup of soapy water is the easiest way to rid of them. Can't help with your other questions. Although, that plant does look familiar, but can't tell what it is.

I agree with coolplantsguy on the heliopsis. As to your other plant, possibly ox-eye daisy, though I can't tell for certain. If it is, some people consider it desirable others a weed. I believe it's on the noxious weed list. It spreads with reckless abandon. Google Ox-eye daisy and see if you can identify it.

the caterpillar is likely a leafroller. Squish it.

iron deficiency is different than what you have. virus, too.

Beyond that, every year I get similar yellowing on my verbascum leaves. But later leaves, also flowers, are always normal. I'd suggest wait & see.

Deanna, your mystery plant looks like the naturalized (alien) oxeye daisy. They do spread but are very easy to pull out if you don't want them. Sometimes I leave one or two until after they flower, and then pull them.
Heliopsis plants frequently attract aphids, esp. the red ones. Spray with Safer's soap (or something similar) if they get too numerous. Plants in the related helianthus family do not seem to get these aphids. I'm not a botanist so can't explain this one.

Here is a link that might be useful: oxeye daisy

I've grown several different heliopsis for 10 yrs or more. I find the double variety all have the same yellowing pattern where as the single do not. As to the cause I'll leave that to the experts, but I've never had any performance issues in 10+ yrs. In fact it has become a very reliable way to tell if the plant is a double or a single. The single is a richer color and the double much less so.Both plants are very reliable perennials....

Mark

Thanks, ontnative, for the weed ID. I'll be interested to see the flowers. Maybe it won't be a weed after that!

thorn_grower, that's a very interesting thing you've noticed. I'll keep my eyes out for the type of flower. The yellowing didn't look exactly like the iron deficiency info I saw, so your observations are really interesting.

Thank you all!