I had some in a shade garden in your zone in NE. The plants don't get as large and I had to watch them for mold but otherwise they held their own and did ok.

They also multiplied quicker than the ones I had in the sun did.

I have lilies in my north facing bed that gets only a few hours of morning sun and they do fine; these are asiatics. I'm not sure if the orientals or others need more sunshine.

As for the asiatics did you also notice they seemed to stretch toward the sun and get leggy? I had some planted in northeast exposure with only morning sun and they grew very leggy, flowered late and small blooms. So this spring I moved them around to sunny locations and they all look much happier. They look like asiatics lilies now. Just my 2 cents.

You might try martagon lilies as they are supposed to prefer shade. Mine seem to be thriving in a lightly shaded area that receives little to no direct sun.

Martagons are ment for the part-shade.
Also, L. speciosum will do good in part-shade, though they'll be leaning toward the sun, but if you plant them behind and between medium sized (3-4') shrubs you'll have a lovely display.

They, indeed, multiply faster in a part-shade than in a full sun.