I read at the UESP that the Order of the Lily was a joinable faction and I am trying to find them in daggerfall, but I cant. Can anyone help me please?

Order of the Lily would just be temples devoted to Dibella. Different provinces in Daggerfall generally are dominated by one temple or another, or you could just ask people where the nearest temple of Dibella is.

Further, there's no real division between the Temples of Dibella and the Order of the Lilly. Some temples are called the Order, and some the Temple, but they're the same organization for the most part. The name divide is what remains of what was meant to be an even more intricate faction system, with each temple, and the Mages' Guild, having knightly orders associated with them.

Nonetheless, you can find Order of the Lily guildhouses, but they are exceedingly rare. Templar orders are pretty difficult to locate, but if you ask around enough you can find them.

*sigh*

I suppose I will just take the long road then.