To figure out companion plants that might be appropriate you'd need to know the species of aphid since there is more than one that can attack daylilies. Have you been using fungicides for rust? Just wondering, since that can increase aphid problems. If you still have predominantly daylilies I'm not sure that a few companion plants will help all that much. Are these aphids deep down in the fans or are they around the flower buds?
The Organocide appears to be primarily sesame oil?