I live in the Poconos but I am zone 5. I have had lilies in my garden for many years. They are most vulnerable when they are juicy green shoots coming up. Deer, rabbits and squirrels all like to nibble on any green shoots. I suggest you purchase deer spray. I have used many over the years. They all work if you are faithful about spraying every couple days. They are not cheap but if it saves a plant it's worth the investment. I use Liquid Fence but it does have a nasty smell. I also have used some that smell like mint. By the way that is one plant they don't bother with so I have some in my garden and they get all colors of purple flowers. (nepeta) One other reliable plant that I have all over my gardens is bleeding heart. (dicentra) They are so lovely in the Spring. Just don't get discouraged. This can be a tough place to garden but the benefits are wonderful.

Deer will generally not touch anything that is poisonous.

Daffodils, Helleborus, foxgloves, Lily-of-the Valley, are a few examples.

Judging by the amount of daylilies (the orange ones you mentioned) growing along roads, they should be safe. Plenty of both daylilies and deer coexisting in central PA.