Janet,

I am not sure of temps for potted lilies. Here on the Ms. Gulf Coast
we had a few nights of 22 degrees. I just watered my pots well & covered with heavy tarp (lost my GH to Katrina). Since you have a shed I water, move lilies in shed & still cover with a tarp or something. Dry plants freeze faster than well watered plants. Maybe even use a high watt light in the shed.

Honeybee

What about lilies in the ground - any suggestions for covering them up? Many of mine are at least 8 inches up. Will freezing end their chances of blooming this year?

Just throw a tarp or old sheet over them. If you can do it early in the day it helps hold the ground temp up.
In the fall I cover my bulb bed with Oak leaves & let on to after the last frost.

We will be in the low 40's tomorow night so I'll be covering my Veggies with 2 litre Coke bottle.

Honeybee