Hey Steph!
We have a lovely lady, Barb, on here, from Alaska. If she doesn't stop by soon, I'll ask her to come over.
The Orientals are not normally hardy up to zone 3, so I'm surprised you did get them to grow. If it's the fragrance your after, the OT lilies seem a little hardier.
I know some sites say if you heavily mulch the Orientals you can winter them over in Z4.
The Asiatics are very hardy, down to zone 1 or 2.
But let's see what Barb has to say.