Are they in containers or in the bottom of the pond? I don't have fish, but I would guess the fish are eating them....?

They are in the bottom of the pond. If it is the fish, do you have any suggestions for next year?

I wish I could help you mamadoglewis, but I just don't have any experience with water lilies and fish in a bigger pond.
Just keep checking back here and maybe someone will have an answer for you. Sorry I can't help. My "ponds" are very small and I don't have fish. I'll keep an eye on this post and make sure someone helps you while I look for other places you can search.

Snapping turtles do that, they loaf under good lilypad cover and will gobble a basket of waterlily stems in a day

Not sure what kind of fish you have but if like with our koi in our pond I can't keep plants in their pond, they devour them !
First it seems they root them up looking for places to lay their eggs then boom, they eat the plants. ( I assume while also going after the eggs )
I gave up after trying to keep the plants' rhizomes down in their baskets with lots of rocks , just did not help .