Some info I found -
For a start, don't worry about the grasshoppers, they don't need pesticides because by the time you see them, till the time they go is about the same time that it takes for pesticides to work, so using pesticides is a waste of money; use that money to improve the soil around the tree or, give it more water if it is in well drained natural soil.
The tiny black and white catapillar's are a citrus butterfly, they won't do much harm; probably eat a few leaves but that's all so perhaps let them be.
The ants are probably feeding of black sooty mould on the leaves or aphids; to stop them, water the tree!
Don't worry about the white grubs, they eat the wood chips and are a sign of a healthy environment.
Basically, you have a young tree with lots of fresh mulch that is rotting down. To ensure good growth and fruit, keep the tree well watered, well fed with a citrus fertilizer and don't spray because you will not only kill bad bugs but also good bugs.
If the tree, is in deep sandy, fertile soil, in full sun and you water it regularly and also give it feeds of fertilizer, then you will have lots of nice fruit, don't worry about ants and other critters they will disperse over time.
To add, lemon trees need N P K and 14 trace elements. Citrus fertilisers are good.
Forgot to mention Gall Wasps.
If the bulbous egg nests of gall wasps are on a part you don't want to cut away, then with a sharp blade slice one side if the bulbous mass so the eggs are exposed to air.
And buying a gall wasp catcher is good if you have them, don't hang one before you have many as it may attract them.
I also put any cuttings with eggs in a sealed plastic bag and in the rubbish so if the eggs hatch we will have less of them.
I know and they are particularly prevalent in the eastern belt of Melbourne.
And if there is a neighbor with a large citrus tree and unaware, I have bought them a couple of gall wasp catchers and printed out a leaflet for them.
Under control for many years and suddenly now they are booming again. 
Some suggest soap n water with chillies but I don't like to use soap if using the rind.
I prefer garlic and water. Can't be too strong though, it can burn the leaves.
@kopenhagen5 wrote:I know and they are particularly prevalent in the eastern belt of Melbourne.
And if there is a neighbor with a large citrus tree and unaware, I have bought them a couple of gall wasp catchers and printed out a leaflet for them.
Under control for many years and suddenly now they are booming again.
We get the gall wasp on our Ironbark, Banksia's and Acacias, thankfully they don't really do any lasting damage on these. We've never used any chemicals in the garden (over 20 years), but we do encourage the good insects - Ladybirds etc. You can buy them, (different kinds for different problems) and plant good bug B&B's. 
