Hi Anthony, good to hear all is well with the pond, and maybe over the worst of winter now, hopefully! I live In zone 2/3 and we had several very cold spells this winter, down to minus 40 below, normal for my winters.
I leave my lilly down at the bottom till about April, then I move lilly a little closer to the surface so it can get more sun and start regenerating again. I don't usually get too much ice in April, not deep ice that might might freeze lilly down under one foot of water. I also do keep pond heated during winter with a 1250 watt heater or 1500 watt for extreme cold. Usually by March the heater is no longer required as the ice does not get that thick and does not stay too long for me, with my connecting ponds. My ponds are all connected, and all flow together. Only the bottom pond get lots of ice, as the flowing water in the top two ponds melt and desolve the ice very quick. Some people much further South of me have ice for longer as their pond water flow is different than mine, and may not run the heater as long as me, and that can make a big difference on how much ice you have and for how long.
Hardy water lillies will be fine as long as the ice does not reach the pot....