Red oak tree
An oak tree supports dozens of types of insects, which is just one of the many reasons why oaks are so important to our ecosystem here in Michigan. The caterpillar you are seeing( photo 3) is a Mottled Prominent moth, which is not a very destructive pest of oak trees. Here is a little more information on that moth: https://bugguide.net/node/view/9528
The small round brown things on the vein of the leaves (photo 2) are galls. These are formed when tiny gall wasps lay their eggs into the oak leaf, and the leaf responds to that by making a covering around the eggs. Oaks have an amazing number of gall wasps that create all kinds of galls on these trees. These do not do any real damage to the tree, either. Here is some more information on oak galls: https://extension.psu.edu/galls-on-oak
The substance in the first photo is hard to identify- it could be an egg mass of a spider or caterpillar, but it is also possible that it is another type of gall- they come in all shapes, textures, and sizes. Unless you are seeing them in great numbers it is probably not something that will harm the tree.