There was an article in the Daylily Journal about daylily rust. In it the researchers indicated that they kept their spores alive for testing by keeping them in a freezer at -112F.
I don't think that cold by itself will necessarily kill daylily rust spores.
EFFICACY OF FUNGICIDE TREATMENTS FOR CONTROL OF DAYLILY RUST in the Daylily Journal, Vol. 57, pages 53-59, 2002.