Some refuse to cooperate with peroxide in which case putting them back in the fridge for three weeks to a month (not in liquid) may inspire them. It's also possible they are not viable. Sometimes daylily seeds are missing the embryo but the only way to find that out is by cutting them open, after which they're definitely not viable
Are they reasonably plump and the peroxide is somewhere between 1:5 and 1:10 to water?