Could be hydrangea leaf roller caterpillars; very common to hear about them in Annabelle. Always wondered what is up with that??? Can have a high gross factor if you peek inside. Will not kill the plant or affect it health-wise. Some people pick them up at night and drop them in whisky or beer (not sure if the beverage was being consumed before that or not! Hee hee hee!). Easier to deal with them while they are trying to get to the leaves. Once they roll up in the leaves, it is more difficult for insecticides to get to them. You can also apply bacillus thuringiensis (Bt) or neem oil. Reapply Bt at the start of May next year too, a few weeks before the problem started.