Might you have a close-up photograph of the flower of your Stella?
Often plants sold as Stella are not the real Stella de Oro. When I was first starting in daylilies this happened to me several times and I was only able to buy the true Stella when I started buying daylilies from specialist daylily nurseries.
My wife, purchased a plant sold as Stella from a plant nursery several years ago. As soon as it bloomed I told her it was not true Stella. I gave her some true Stella.
True Stella is self-compatible - if insects self-pollinate it then most of the pods will stay and mature (but not necessarily all of them). But typically diploid daylily cultivars are self-incompatible - if insects self-pollinate them then pods will form but they will all drop off quite soon, usually before two or three weeks have passed.
Stella is a diploid; what other daylilies do you grow and which are closest to your Stella? If they are tetraploids then insects might cross-pollinate Stella with the tetraploid pollen and pods will form but all the pods will drop-off/abort.