Regarding planting depth in pots versus in the ground: remember that the deeper you go in a pot, the less drainage capacity there is, even if you use the same soil composition throughout. This is due to the capillary action aided by gravity that pulls water downward. (Remember the ubiquitous sponge test.) I would never plant the base of a lily bulb below 1.5 inches. Lilies that don't produce copious stem roots need extra room below the bulb to grow roots. In a pot, for these lilies, soil above the bulb serves only for moisture retention, cooling and stability of the plant in the pot.
I grow lots of lilies in pots, although usually they are younger (up to their first year blooming) because most often they are from seed. Every winter here in zone 4, all my potted materials stay outside, under a loose tarp that is "sealed" only after the ground freezes deeply and temperatures stay well below freezing. This was the last week of November 6+ years ago, and the first or second week of December in the last 5 years.
This current winter is so ridiculously warm that all my pots are still in the garage. The soil and weather has not gotten cold enough to ensure that no freeze thaw cycles would occur under the tarp, so I have not placed them outside since under the tarp moisture can condense with temp fluctuations and cause even worse problems than colder temperature might (I have a lot of cactus and alpine plants that can perish in wet cold.)
I just went out and looked in the garage, and I have some martagon bulbs and Lilium davidii (an asiatic) bulbs out of the soil in plastic bags. They were extras I was planning on bringing inside to the fridge to sample taste test. It so happens that I have a min/max thermometer a few feet away. the lowest temperature reads 12 F. The temp now is 38 F, and the bulbs are perfectly fine.
I have Aurelian (trumpet and L. henryi crosses) seedling - sprouted in 2011 - also in the garage, many with evergreen leaves (probably because they are young). These are situated within a foot in front of the two car garage door that opens at least twice a day. I don't have a thermometer there, but I would expect it to be at least five degrees F colder. Judging from the still green foliage, plants are just fine.
Of course, depending on the type of lily, all will not be a cold hardy. Orientals, I would expect, would be more cold sensitive.
