There is a native delphinium...
It is challenging to grow too...
The varmints eat it... which makes it difficult to propagate...
And those flowers are challenging to photograph...
Delphinium carolinianum
http://stonethegardener.tumblr...
I'm surprised that you have problems growing larkspur...
They tend to self sow at my house... unfortunately, they're a pain to weed around...
... and the seedlings look like carolina geranium...