I recently planted a lupine in the correct soil and light conditions so I thought maybe it was the lilies. It never recovered from be transplanted.
Can Lupine Be Planted With Lilies
Certified GKH Gardening Expert
There should be no reason Lupines couldn't be in a garden bed with lilies. They are cold hardy to zone 4.
Lupines would be difficult to overwinter in your zone 3 garden. You can grow them as an annual, and if they were to seed that would be great.
If you place new plants in the garden water them well.