I had to enlarge the photo quite a bit so the image got fuzzy. To me, It appears to be an aphid infestation. Since I am from the USA I suggest that the flagship Goy members from the UK suggest sprays for quick action on this problem. There are biological remedies but from the looks of it there is no time to waste.

Could it be the Red Lily Beetle larvae. They are usually on the underside of the leaf. The larvae is orange red sausage shaped eggs. There is quite a lot of information on the net put in Arum Lily beetle problem/disease.
Hope this helps.
Marjorie

Marjories - lily beetles do not affect Zantedeschia (commonly known as arum or calla lilies). Come to that they don't affect true Callas or Arums either... this is likely to be aphid infestation, as Loosestrife says. True lilies (Lilium varieties) and fritillaries are the only plants where the lily beetle lays its eggs, and the beetles are most commonly found.

Most pesticide sprays will be active against aphids, so use a spray, but take the plant outdoors prior to spraying, or you'll be spraying the furniture and carpets too... I'd clip off the flower in the picture anyway and dispose of it, its past its best and it will get rid of the aphids on that one at the same time.

Yes i'm sorry i mis read the question
Marjorie

That's the trouble with common names, Marjories - you saw 'lily' and thought 'lilies'... Zantedeschia (the plant in the pic) is not a lily at all....