That's strange, unless they are leafcutter bees or something like that. This isn't the first time I've heard of bees attacking daylilies though. One possibility that comes to mind, if they aren't taking parts away, is that they're looking for moisture. Unless someone here is better at IDing bees than I am, my suggestion would be to post the pics on the Insect and Bug ID forum and see if anyone there, especially Janet, can give us an idea what they are. Then we'd maybe get a better idea of what they're up to.
Can you temporarily wrap cling wrap or something around the bases of the plants they're attacking, or smear them with Vaseline?
Edited to add afterthought, if you do either of the above do it very early morning or later in the evening when they're not around so that you don't get stung!
