Pat, I would not worry too much. Lilies have a strong will to survive. You'd be surprised how much heat the ground and those pots will hold even though the air temp is cold. I would just continue to take the minor precautions that your taking with blankets and they should be fine. Gardening is a labor of love and fun. I used to go crazy when I broke a stem or if something was going wrong. I have realized that nature has a way of taking care of itself.