Daylily seeds can have seed dormancy, which means that unless the dormancy is broken they may take weeks to germinate. You can break seed dormancy by stratifying the seeds in the fridge, but for that to work they need to have taken up some moisture. Chilling of dry seeds isn't effective. It's not a given that the seeds will be dormant, but it's a possibility especially if germination is slow and erratic.
Having said that, usually there are a few seeds that are not dormant and will germinate fairly quickly, like in one to three weeks. If absolutely none have germinated then the problem may have been with the storage before they were started, or the current conditions unless by some chance 100% of them were dormant.
I don't think it's likely that they are not warm enough, they don't need very high temperatures to germinate although earlier studies showed that the range of temperature for germination is wider if the seeds have been stratified. Do you have a rough idea of the temperature on the windowsill?
I would look at how they were stored before starting, and the type and condition of the medium they are planted in now. Are they in a commercial seed starting mix?
