I wish I could help more but this one is new to me. I did read that certain Asiatic lilies get "cobwebs" on their buds and on the junction between leaf and stem and that this phenomenon is actually normal for particular hybrids (not a disease or insect, just a sign of distant genetics). I really looked at your photo closely and do not see any sign of a creature what-so-ever (great photo btw - super clear). So... perhaps this is one of those hybrids known to get a case of "cobwebs"? Are "the webs" restricted just to those 2 areas (buds and junctions)?