If all your L. pardalinum plants are the same clone, then yes, they would all be self sterile, even using each other's pollen. So the question is: do you know for sure? If you don't, then the only way to know is to try some protected pollinations next year. If, for instance, you bought 3 pardalinum bulbs from the same company, I'd say there is a good chance that they are all the same clone. But you can't know for sure unless you test for it (or if they can tell you). Sometimes with smaller companies, you can ask for different clones and they might be able to accommodate you. Myself, I have never asked with lilies, but I have for epimediums and iris.
Assuming you have just one clone of pardalinum, you can be 99.9% sure that a cross has been made with another western American species rather than any asiatic. Heck, even all asiatics can't cross with all asiatics, let alone a lily even more genetically distant. And 40 ft away isn't very far for a butterfly or hummingbird.
Same with henryi/trumpets and asiatics. You can be 99.9% sure.
So would the OP progeny be attractive to try? Only you can answer that, and you will need to weigh it against the other pods' parentage. But if you are hoping for the one odd and unusual davidii "mistake", I wouldn't bother. If you had manually pollinated with davidii pollen, or a mix of davidii and some other WNA, chances are still extremely remote, but fifty times better than it naturally happening.
Another factor I take into consideration when I choose which pods to cull, is how they are developing. If on the same stem, some pods are turned up and some more horizontal, the horizontal ones are likely to be all chaff. Sometimes some pods will grow larger on the same stem than others. (Be careful when you judge this, as it may just be that the small pod is younger.) But if, for instance, an older pod is smaller than a younger pod, that usually says that the larger pod contains seed formed from a more compatible cross. Progeny are more likely to be stronger and more vigorous. But the smaller pod, being a less compatible cross, might give you more interest seedlings. Almost always, I go for the larger pod. Hard to grow seedlings that might turn out to be interesting IF you can grow them to maturity - well - I already have enough of those stubborn things.
