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Insects can cause stunted growth on plants. Curled leaves are usually a sign of an insect invasion such as by canna leaf rollers, which curl the foliage around themselves and feed inside. More information on leafrollers and treatment options can be found here:
https://www.gardeningknowhow.com/plant-problems/pests/insects/leafroller-damage-control.htm

Canna plants can also become infested with aphids, which can cause leaves to discolor, distort and curl. More information on aphids and recommended treatments can be found here: https://www.gardeningknowhow.com/plant-problems/pests/insects/homemade-aphid-control.htm

For more information on the care of canna lilies, please visit the following link:
https://www.gardeningknowhow.com/ornamental/bulbs/canna/canna-lily-care.htm

Are they planted in the ground? It may be quite cold yet for the rhizomes to grow. They will sprout only when the soil temperatures are warm enough.
You can start them in pots to give them a head start.
If you do not see signs of growth you may want to gently dig and check on the bulbs. Try not to disturb the top if they have sprouted.
If they do not grow it may be they have rotted in the ground.
Here is link about canna lily.

https://www.gardeningknowhow.com/ornamental/bulbs/canna/canna-lily-care.htm

The damage to the leaves should not prevent the canna lily from blooming this season so you can prune dead or damaged leaves at the base of the plant. The best way to assure continued bloom this season is to move your canna lily pot to a more sheltered location so it is not damaged in future winds. When your canna lilies are done flowering you will want to cut the stems of the spent flowers 3-4 above the soil. New healthy stems should grow from the base of the plant.

For more information on the care of canna lilies, please visit the following link:
https://www.gardeningknowhow.com/ornamental/bulbs/canna/canna-lily-care.htm

You most likely would interrupt the growth of the plant by moving them at this time.
If you really want them moved now you could try it but you may not have blooms to enjoy this year.
I would recommend waiting and making the change for next spring.
Here is a link about Canna Lily care.

https://www.gardeningknowhow.com/ornamental/bulbs/canna/canna-lily-care.htm

Unfortunately slugs do love to chow down on Canna leaves.
I do leave little recycled jar lids of beer out at night when they are eating in my garden. I have good luck with that treatment and it's inexpensive.
Here are a few great articles for you.

https://www.gardeningknowhow.com/ornamental/bulbs/canna/canna-lily-care.htm

https://www.gardeningknowhow.com/plant-problems/pests/insects/kill-garden-slugs.htm

Without a photo, the caterpillar is hard to identify but there are about five different types of caterpillars found on canna. Based on your description, I think you have the saltmarsh caterpillar - it is hairy and gray when young.

Regardless of what caterpillar it was, the black balls that look like coffee grinds will be caterpillar excrement and not eggs. I think that so long as you removed the caterpillar you should be fine however I would continue to be vigilant and examine your canna lily for more caterpillars.

You can read more about how to manage the insect pests of canna lily here: https://www.gardeningknowhow.com/ornamental/bulbs/canna/managing-canna-lily-pests.htm