I'm positive that I have a daylily that isn't yellow that has a great fragrance. I just can't remember which one it is right now! I'll have to do a sniff test when they are blooming again.
For what it is worth, I used Hyperion as a pollen parent a few times, to see if it passed along the fragrance, and a couple of its kids smelled even better than it did. The seedlings weren't anything great, but the fragrance was wonderful.