I live in the Markham area, I experienced this last year and can see it is happening this year too. My hydrangea are getting there new leaves, however, some of the leaves are closed shut like a cocoon.
When i open these leaves that are shut, there appears to be tiny black eggs and a white membrane inside. I never got the big beautiful blooms I use to get ever since this started happening.
I tried opening all the affect leaves and tried spraying leaves with a mild detergent. My neighbours also have experienced this similar dilemma
Any solution would be appreciated
This is most likely caused by the leaftier larvae or the leafroller caterpillar, both of which afflict Hydrangeas in the spring. Here is a response to a previous query that describes these insect pests: https://www.torontomastergardeners.ca/askagardener/hydrangea-leaf-curl-with-worm-inside/
You can continue to use insecticidal soap, as you have been doing, or you may wish to remove all the affected leaves and dispose of them, making sure that the ground around your Hydrangeas is also clear.