Day Lillies are prone to scale and aphids. I know every year for the past few years I have had the same problem. Look real close to where the buds are the part of the plant that covers the bud I dont know the correct name for it but it almost looks like a new leaf but its covering the new buds, pull that back and break that off look at it closer and if there is a white looking little grains those are the bugs. You can treat it with a insecticide that treats scale.