From personal experience ... IF it is a cultivar with a reputation for poor cold- hardiness then pot it up & keep it from freezing hard - BUT do keep it cool/cold thru the winter. (Making it 'rest' & go dormant) This should allow it to both survive & to start 2022 in a normal manner when spring comes & you move it out to the garden experiencing normal spring conditions. .....
IF it is a known hardy variety then planting it NOW should be OK. Keep in mind that the soil will continue to be warmer than the atmosphere above it for some time yet, thus allowing for some possible root growth. (Often with fresh snow on the garden surface, the soil below it will be warmer .) Once the ground does freeze down a few inches, mulch it heavily over the winter to:
(1) protect it from thawing/freezing cycles. This is usually MUCH more damaging to the plant than actually freezing itself.
(2) Helps to keep it IN the ground - protects the plant from being pushed up out of the soil ('Heaving') over winter by frost-freeze-thaw actions. (Dehydrating)
Good luck. Keep in mind that most daylilies seem to be much more hardy - much tougher - than we think. I've had & seen elsewhere, daylilies left fully exposed on the surface of the garden soils over a complete winter cycle (Zone's 4/5 here in Ontario, Canada) and still be healthy & raring to grow when the spring thaw evolved. (NOT a recommendation. Simply a few experiences & observations)