Hard to say what the tiny black bugs are. A picture would be helpful. Aphids don't don't chew, they pierce tiny holes and suck nutrients from plants, so you wouldn't see pieces missing (you still may have aphids + something else). Tree frog tadpoles will damage lilies, but there has to be a lot of them. A single tree frog tadpole can work on the edge of a lily pad all day and not cause visible damage. When you have a group of them all focused on the edge of a pad it will get a scalloped look to it and if they are really bad they can skeletonize the pad where they chew it from the outside in leaving mostly just the veins.
Gabe