Well, the darn things make tons of seeds but I have never been able to get one to sprout. The cuttings are almost a sure thing though. I have cut pieces as long as three feet and they rooted just stuck in the dirt. Don't think they will live in your zone, seems like we checked on that before.
For some reason I thought daylily seeds were hard to sprout, guess I read to many directions on how to do it. I have had good look harvesting the seeds and immediately planting them. However there are some that do require a chilling period, I have collected seeds from some plants that not a single seed sprouted and I think those must have required a chilling period that they did not get.