Do you have somewhere you could just temporarily plant them for now, then after winter when they start to emerge you could move them then?
Others will have more info. I'm still pretty new at it too. Maybe you could put them in an unheated garage? Or shed? If you put them in the ground at all, just mulch really well and keep watered until the ground does freeze.

I've given thought to the unheated garage, but I'm not sure. I'd rather do that than temporarily put them in the ground. I've got a spot where I was planning on planting a rose bush in the spring and my DH might not mind digging there. It just seems rather late to put them in the ground & have them survive, then again my generous neighbor just planted hers a few days ago. I'm not ruling that out though. I've had mixed success using the garage to overwinter plants. It worked really well for a tiny redbud sapling a few years ago, but not for a hosta.

I have overwintered in pots outdoors in Zone 4. We usually get reliable snow cover (averaged 4' the past 2 winters) but I still mulch them heavily (bury them) with leaves. In past years the few losses I did have were on the outside perimeter of the pot group so this year I will use pots of dirt (without plants) around the outside perimeter as an insulator before I bury them all in 12-24" of leaves.

I would suggest that you place your pots in a protected spot, maybe against your garage foundation, bury them in leaves and make sure that you continue to shovel snow onto them when necessary, if you have periodic thaws, until winter is over. What you really want to avoid is a freeze/thaw/freeze/thaw sequence.

Something else... don't bury your pots in leaves until the soil in the pots is fairly frozen. If you do it too soon you'll create a haven for rodents. Once the dirt is solid it will no longer appeal to them.

Start with frozen and keep them frozen until spring.

I'll try the outdoor pot with protection suggestion. I was concerned about frozen soil, but I guess daylilies are pretty tough.