I tried replying last night, but internet was acting up.
I saw similar caterpillars on our Maximilian sunflowers this summer, and they reminded me of geometer larvae. I never tried identifying them further.
A site I use for info about plants gives a lot of details about what eats the plants. If you scroll down to Faunal Associations, there is a link to Insect Table.
That is for Illinois, but maybe it can be a start. I hope someone else can help you.