Certainly looks like an iron deficiency. Symptoms of a iron deficiency are: Leaves with green veins on otherwise yellow leaves. Deficiency often caused by high pH soil rather than shortage of minerals.

There seems to be some kind of larva or insect in the rolled part

It’s a little white and fuzzy - I though maybe caterpillars

Very common situation. However, the caterpillar has nothing to do with the green veins on a yellow leaf.

You are in Florida, yes? Citrus is prone to all manner of disease and pestilence. It could be any number or combination of things. Lots to choose from.

Florida soils are prone to being deficient in magnesium (Mg) SL380/SS582: Magnesium (Mg) for Citrus Trees (ufl.edu)

All kinds of bugs like citrus. Ask IFAS: Citrus Pest Management (ufl.edu)

There is another page just for diseases of citrus and a search function at the top of the page for all your citrus questions.

Well I found the answer unfortunately my trees have an infestation of citrus root weevils

https://entnemdept.ufl.edu/creatures/citrus/diaprepes_root_weevil.htm

Wow hadn't heard of that one.