I'm in Eastern Ontario so don't get any winter freezing and thawing as I imagine you may get on PEI (lovely place!)? I haven't lost a daylily over winter in many years but also haven't bought many newer cultivars either, for full disclosure
Anyway, FWIW I don't use any winter protection for daylilies. They don't always get a lot of snow when it's cold either but nor does the ground ever thaw during winter. All daylilies are dormant here regardless of registered foliage type because it's simply too cold for any leaves to survive or growth to occur.
There are a couple of things to bear in mind - firstly because a daylily is evergreen, semi or dormant in the hybridizer's garden (which is what goes on the registration) doesn't necessarily mean it will behave that way in someone else's garden, especially if in a different climate. So, for example, a daylily dormant in the north may be evergreen in the south and registered as either (or semi-ev) depending where it was hybridized/registered.
Secondly, foliage behaviour does not indicate hardiness but we may be turning that aspect into a self-fulfilling prophecy by our own regional preferences in that area.
Alex mentioned the terms hard and soft dormant. Since these are commonly used terms in daylilies but are not official AHS terms we can use them however we like of course, but I've learned over the years that the meaning varies by person which makes them confusing. I don't know who originally coined the terms, but in his book Hemerocallis, The Daylily, Bill Munson defined them thus:
Hard dormant "...requiring a long dormant period"
Soft dormant "..requiring only about a month or less of rest before starting into growth again."
He also described hard evergreens (evergreen but hardy) and soft evergreens (evergreen but tender), which is using the terms hard and soft differently from his dormancy uses. We don't hear these terms nearly as often as hard and soft dormant, I don' think, guess they didn't catch on!
