Have not seen caterpillars, Melanie, but have you checked for snails? Go out with a flashlight after it gets dark in the evening, or early in the morning. They hide very well during the day.
I had some green caterpillars eating the leaves of my brugmansias, and they are right there shading the orchids in the summer, so if they had wanted orchids, they would have had plenty. Never saw a one on an orchid plant. Again, I spotted them when I was outside with the flashlight hunting snails. They were bright green and showed up great in the light at night, but were impossible to see in the daytime.
