No thrips wouldn't do that.

Further, the insect you pictured isn't a thrips. It's far too large.

It's a little hard to tell but that "bug" may be a Black Blister Beetle? Not a "good guy"!

{{gwi:1300500}}

The best way to tell is if it's head looks like the head of an ant - very similar head in appearance.

It's so hard to tell... it looks almost like a winged ant, or a black aphid. Thrips are smaller, though.

The leathery, rolling leaves you describe may be leaf curl; the leaves themselves look okay otherwise. Leaf curl is caused by stress, either by irregular water or by... well, we don't really know what else really causes it. It just kind of happens. It is more likely in areas with lots of bright sunlight, and some varieties do it more than others. It's harmless.

So long as the leaves stay green, and the plant continues to grow at a decent pace, I wouldn't worry.

--Alison