Gall midges,  Cecidomyiidae or midge gnats often affect Hemerocallis or Day Lilies.
Midges lay their eggs on the buds which then fail to develop.
The problem is caused by the midge larvae which can be 3mm long. They drop onto the soil where they overwinter as pupae and start the problem next year.

Infected buds get bloated and swell but fail to open. Each bud may contain many larvae. Buds of early-flowering varieties of Daylilies are worst affected.

Other Plants Affected by Gall Midges

Coneflowers and sunflowers.

Balsam but I am less worried about a cure for this gall

Spruce

           Blueberries

Cures and Treatment for Gall Midge

• Pick off or pinch off any infected buds and destroy.
• Spray with Bug Clear or other insecticide. Bugs in the bud are protected by the bud so spray when midges are laying eggs.
• Consider growing Day Lilies that flower later in the year. Gall midges lay eggs between late May and June
• For varieties of gall that affect several other plants then the cures include good husbandry supported by chemicals for large infestations.

Photo credits
Sunflower Stem Midge Gall on Giant Sunflower by milesizz CC BY-NC-ND 2.0
5e. Wasp gall by kqedquest CC BY-NC 2.0 ‘Parasitic wasps and midges use the undersides of leaves on trees in the dune swail to lay their eggs. These egg packages, called galls, are often brightly colored and can take some interesting shapes.’