Probably whatever it is, is nocturnal, or you would have seen it.
Maybe get up in the middle of the night and sneak up on the plant with a flashlight. That will give you the satisfaction of being the Mighty Hunter as well as decisively identifying and eliminating the problem.
You could rule out flying insects with some sticky tape (like packing tape) or by draping shade cloth or organza fabric or bobbinet over the plant, and tucking the edges under the pot to keep insects away.
Ontario ... do you have many slugs there? It does sound like a #%**^## slug. But if you don't already have a box of slug bait handy, you must not have very MANY slugs.
Maybe give the potting mix a very thorough watering by immersing it in the sink or a bucket. Give it a few minutes and see if anything comes rushing up from the soil to keep from drowning. Like that scene in "Alien".
Maybe do that, or drench thoroughly with diluted hydrogen peroxide. It might discourage some eggs or help the slug decide to vacate. I wouldn't go much stronger than 0.3% H2O2 (3 ounces of drugstore peroxide in one quart of water).
However - if drainage in your potting mix is not excellent, "dunking" or drenching might make the mix so wet that it can't breath well enough, and root hairs could drown. I wouldn't water it much more heavily than your experience already says is OK.
Or, just possibly, letting the mix get VERY dry between waterings might also motivate the slug to go looking for a moister home. Like a small bowl of cheap beer you set beside the plant. Slugs are like frat boys: they go where the beer is.
If you're growing the daylily in "soil" rather than a soilless mix, you might consider re-potting, knocking soil off the roots as you go and even root-pruning if the pot is root-bound. Replacing the soil would also let you eliminate any pests bigger than an ant.
P.S. We don't really need it, but a photo is always fun.