I don't have either one so I can't answer that question.
But how long have you had these? If for a short time they may just need to get established more. Some daylilies take 2-3 years of being left alone before they will start producing pods. I have some daylilies that were pod studs in 2011 but in 2012 were pod duds (may have gotten a few). This year they probably will be studs again.
I also had some daylilies that set pods that another person said they NEVER could get a pod set on theirs.
IN CAHOOTS only has 2 children with it being the pollen parent so it may just be reluctant at setting pods. LAST SONG has no children but it is a 2009 intro so there might not be any children ready yet.