I use a fairly thick mulch, but not around the daylily crowns. I am past due for adding more mulch -- have been too busy pulling weeds! By this weekend, I should have the field bed ready to add more mulch. I use 8 layers of newspaper (if I have enough) topped by pine bark mulch - the finer stuff, not the chunks. I'm about 60 miles to the north of you. Your daylilies should not die back in the winter this far south, unless you have some dormants. Just leave about 4" of bare ground around the crowns and mulch everything else.

Nancy