Since you're working with a small number of plants, you can afford to give them micro-attention, so at this point you should probably have the unsprouted seed in a separate pot, since you might want to handle it differently than the plants.
As Maurice said, it's not too cold for seeds to sprout. Most of my seeds sprout in the refrigerator (35F) after three months. Theoretically a seed will tend to sprout faster at warmer temperatures, but as a practical matter, right now there's really not that much temperature difference between inside and outside. There are other factors which affect sprouting. If you leave it outside it will benefit from the day/night temperature swings plus the warming effect of the sun shining directly on the soil, which should raise the temperature of the seed well above ambient for a few hours each day. Both of these things are known to promote quicker germination. If the weather gets chilly, but remains sunny, you could put some sort of cloche over the pot with the seed in it -- just make sure to not fully enclose it, otherwise you'll overheat the seed if you get an unexpectedly warm day.
Also, be prepared for the last seed to never sprout at all. Some seeds are defective, have poor disease resistance, or some other genetic factor which makes them less robust than a "normal" seed. I'm a firm believer in not using extraordinary measures such as fungicides and soil sterilization to ensure that every seed produces a plant. Sensitive, rot-prone plants simply weaken the gene pool. I think everyone at some point buys a daylily which just doesn't have "it" with regard to vigor, hardiness, or simply a will to live. This is a random thing, for sure, but fungicides, pampering and cushy, sterile growing conditions don't help.
Regarding your seedlings, as long as they're getting bright sunlight, I think the plants will still do better outside for a while - even with the recent dip in temperatures. With the moderate weather you're getting now, they should be able to take direct sun. Even if you don't see much leaf growth, they're still gathering energy and probably developing better roots. You can also feed them lightly, as long as they're getting strong light.
It's hard to beat the sun. There are artificial lights available which would be a pretty good substitute for natural sunshine, but they're expensive. Lighting does help with another aspect of growth though, and that is to modify the photoperiod. If you really want to give the seedlings a good head start, you could leave them outside during the day, bring them inside before sunset and stage them under a bright light until 10:00 or so, then set them back outside in the morning. This will provide a long photoperiod, keeping them in full 'growth mode', while still letting them get the benefit of full sun in the daytime. They'll also have the benefit of starting their day with an already-warmed pot of soil. Don't be surprised if they require larger pots before shutting them down for winter.
If you do the photoperiod trick, sometime around mid-November you should just leave them outside in a sunny, protected area so they can slow down naturally for the winter. This "extended summer" combined with a cold period will probably give you the best chance of seeing a bloom by next fall.
You could also go all-out and continue to grow them inside/outside, using the light throughout the winter. They'd be bigger next spring, but some people believe that a winter rest is a necessary trigger for good spring growth -- particularly for a deciduous variety. You probably won't be able to tell this winter if your seedlings are evergreen or deciduous, since small, freshly-sprouted seedlings will have a tendency to grow for six or seven months before going dormant for the first time. You can't always predict growth habit from the parentage either -- daylilies have been crossbred so much that a cross between two evergreen varieties often produces a few deciduous (or dormant) plants, and vice-versa.
