Most Hemerocallis will tolerate the alkalinity of a chalk soil however they do prefer a fertile, moist soil, so drought might be a problem. You can improve the soil by adding plenty of well rotted farmyard manure (which can be bought at most garden centres) or well rotted garden manure. This will help to reduce the alkalinity of the soil and also improve the soil moisture content. I would also suggest mulching around the plants in autumn or spring as this will also help to reserve moisture at the plants roots.
The same principles can be used when planting most things on a thin chalk soil but the plants listed below also cope well with alkaline conditions.
Clematis The President, Dianthus Doris and D. Haytor White, Helenium Moorheim Beauty and H. Wyndley, Knautia Macedonia, Malva , Pulsatilla vulgaris, Rudbeckia Herbstsonne, Sidalcea Elsie Heugh, Verbascum Gainsborough, Geranium (pelargonium types), Lavender, Hibiscus