What I have had issues with is what I believe to be the corn borer. It bores into the stalk and eats its way through it. The hole is not really noticeable, but the top of the stalk then wilts from damage. The last two years for a number of reasons, have been extremely discouraging for me for growing lilies. Fortunately so far I have proven to be crazy and continue.
A good lily friend of mine had recommended in the fall doing a top burn with a torch. I selected a couple of areas to do this. They seemed to have little to no damage. The other areas had just as much. I was worried about torching my seedlings, but I did it anyway.
I am super reluctant to use chemicals over my well but did use something over one area last year. I don't have the name of it offhand but it is common. I'll get back here when I find that. Light, using a sweeping motion over soil, torching seems to eliminate them in the earliest part of their cycle.