I went out and cut some of my Daylily stalks down which didn't have buds anymore. Well on one of them I saw what appeared to be little mini seed pods, so I just cut the whole stalk since I didn't see any buds.
Don't fret, Daylily.

I'm sure you only cut off the
seed pods and they were probably small because they were just forming. Sorry, I don't have any pictures of the
seed pods, but to me they look like tiny, little green
peppers do when they're just starting grow.
I only saw one more bud on that Daylily plant, but it was very obvious to me that it was a bud.
You said you saw a bud and it was obvious to you it was a bud, so you do know what the buds look like and evidently these didn't look like buds, so I'm sure they were the
seed pods.

Most of my daylilies have been setting
seed pods for several weeks now.