Thanks Maurice and Sue!
I do have Milkweed Bugs here because I garden for Butterflies and have Milkweed plants. And I believe I have seen Tarnished Bugs here as well. Heck, I live in Florida .... so it seems to me that I have just about everything imaginable!
I always have Milkweed bugs in my yard, but this is the first year I've seen Daylily pods do that. So it may be a Tarnished bug or some similar bug causing the damage to my pods.