...I'm beginning to wonder if there were also sedges of some kind emerging. It had a green body and was stuck in the shuck. It was small, maybe a size 18 or 20. Is that possible?
Yes, but as Mark suggests, anything else is speculation.
Cheumatopsyche (little sister sedges) and
Micrasema (little grannoms) are two caddisflies that are about the size and body color you describe. Both genera have species that emerge in the early season, but the timing seems a bit too early for either of these. (I can't recall encountering them much before the end of the month in most of the PA streams that I fish, but the temperature regime of your stream might be significantly different.)
Well, if the fly was an issue, I'd second Mark's suggestion--even without knowing whether the fish were feeding on BWOs or caddisflies. That style of fly often works well for either possibility.
However, if the water you fished was on the slow side, it's quite possible that it was less of an imitation problem than a slow-water presentation problem. Fish in slow water have a long time to inspect our flies, but they can also be put off by almost imperceptible drag or by the line/leader passing overhead. I'd be especially inclined to think that was an issue if you delivered your casts upstream or at an upstream angle over the fish. Although it runs contrary to standard practice, I find that a careful downstream presentation is often better at fooling fussy risers in slow water.
Another consideration that could compound any of the other issues is recent fishing pressure. Unless you were fishing in a place that gets very little pressure at this time of year, the fish might have been displaying added caution driven by recent exposure to the fly.