Donald, you are correct, I only got the notification from you. Lots of questions in one thread, will do my best.
There's no problem "parking" daylilies in soilless media, you can also use dampened peat moss or damp sand. It's mainly to stop the roots from drying out.
I assume the nitrogen test is for nitrate nitrogen only, so wouldn't necessarily mean you have no nitrogen in other forms as they ultimately transition to nitrate. If you want to use Milorganite then follow the instructions on their web site for daylilies for amounts:
http://www.milorganite.com/gar...
Milorganite does not release its nitrogen immediately, it requires conversion to plant usable forms of N by microorganisms. That only happens within a certain temperature range (55-85F), see:
http://www.milorganite.com/usi...
I would amend a whole bed rather than just the planting hole. We usually recommend planting daylilies on a mound in middle of the hole and fill around it. If you make the mound higher in organic materials than the native soil it could cause the daylily to sink as the media continues to decompose.
pH 6.5 is probably OK. Daylilies probably prefer not to go much higher than that otherwise some cultivars tend towards micronutrient deficiencies. Sinclair Adam, who did some research on daylily nutrition, suggests a preferred range of 5.5 to 6.5. "Thereabouts" can make a big difference when you consider that there is a ten fold difference between points on the pH scale. For example pH 6 is ten times more acidic than pH 7, and a 100 times more acidic than pH 8.
I don't know much about the differences in coir but with some you need to be careful of excessive salts and leach those out before using. Some people like it and some not so much.