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 dilemia
Any solution would be appreciated
This is most likely caused by the leaftier larva 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: http://www.torontomastergardeners.ca/askagardener/hydrangea-leaf-curl-with-worm-inside/
What appear to be black eggs are the excrement from these tiny caterpillars: https://ask.extension.org/questions/244313
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.