I noticed something strange on a bud... do you have an idea of what could it be?

It looks like a deformity. I have no idea what could have caused it.

I have often got little bumps on buds, but sometimes they develop into growths more like yours that look like spurs. I have read thrips might cause the bumps, but that is just a possibility, not really saying that is what caused the growth. It might just be some weird growth that sometimes happens on buds with no known cause.

It is trying to change its identity into a larkspur

Just kidding ... it is a funny little growth, though.