The stores or chains like Home Depot or Lowes sell very inexpensive lilies, some in a box. You ever hear, you get what you pay for. They are junk. In order to get satisfactory results you need quality stock. Rootstock in this case, even rhizomes. In your climate you would be best served trying 4 Hardies known for cold weather and maybe 1 tropical. And for each species there is a known optimum band for planting depth, not just all at four feet. Some species do a little bit better deeper than others. Also, they tend to grow towards that zone. Too deep, they start migrating up. Too shallow, they start going deep. The plants themselves know better than anyone else where they want to be and try to get there.
Sounds like a good plan. Too bad I don't do mail order or I would hook you up. In your case I would look locally for an aquatic nursery. If they have a website run it by me, I'll look it over for you. If not you should go mail order. Be prepared for sticker shock on single plant retail plus priority shipping. Then you realistically should get bareroot and start them in containers in your pond water, maybe even in your pond, but maybe with better soil or amended pond bottom. Let me know your available options and I may be able to get you some breaks or help.
