Curve counting and S-duality

We work on a projective threefold $X$ which satisfies the Bogomolov-Gieseker conjecture of Bayer-Macr\`i-Toda, such as $\mathbb P^3$ or the quintic threefold. We prove certain moduli spaces of 2-dimensional torsion sheaves on $X$ are smooth bundles over Hilbert schemes of ideal sheaves of curves and points in $X$. When $X$ is Calabi-Yau this gives a simple wall crossing formula expressing curve counts (and so ultimately Gromov-Witten invariants) in terms of counts of D4-D2-D0 branes. These latter invariants are predicted to have modular properties which we discuss from the point of view of S-duality and Noether-Lefschetz theory. Comment: Referee's corrections implemented; journal version. 25 pages, 4 figures