A few nights of frost? The daylilies should be fine.
The foliage pictures are of daylilies covered in frost during lots of active growth. As long as the daylilies don’t have scapes with buds on them, they should be fine even if they are laying flat out. In 2015 we had 11 nights of May freezing temps including -5.8 C and -4.4 C. The effects that year were some browning of foliage, see flower pics, and shorter than usual scapes. Despite the cold temperatures in May, we had beautiful blooms and increase on plants. The two flower picture show the foliage on some seedlings later in the year.
Of course the effects will depend on duration of freezing as well as temperature.
Foliage of seedlings. Mid July.
Morning frost on a daylily plant.Mid May.
Drooping daylily leaves. Mid May.
Foliage of seedlings, showing some brown. Mid July.