I really don't know. I would like to see a photo of a bud the evening before it opens, to see if any damage shows on the edges. Also, it looks like the photos might be taken later in the day. Might be helpful to see an early morning photo.
I am in Ohio, but we had a lot of late frosts here, and I am seeing some weird bud development on the early buds. I am wondering if it could be related somehow to weather, and the insects are a coincidence.
If the problem goes away as the later blooming daylilies start to flower, that could be a clue.
Deer are another thought, but I would think it would be bigger bites, worse damage? The really ragged petal edges have me puzzled ...
Vivian, you might post your photos to the Daylily Forum and get some other opinions before you start treating them. There is a link in my sig line to the forum.