While I have transplanted a lot of lilies from one of my ponds to the next without having fish hitchhike along (from BG/LMB pond to YP/SMB pond), I may have just been lucky. If you can hold them in separate containers of clear water for a few weeks, that might help quarantine any unwanted guests. If you can use the old koi pond after the fish are gone and it is empty, you could refill it on your place and put the lilies back in to see what ends up wiggling around in the water.