Roger,
Evaporation is normal and you can expect higher evaporation if you have waterfall. even with the help from the "wonderful" british rainy summer I still have to top up my pond several times per month. Just make sure that the water you add is relatively the same temperature and chemical composition with the water inside the pond. Also add some treatment to reduce the chlorine and any other "good" (for us)ingredients found in the tap water which can be very harmful to fishes.
As for your lily, dont worry the leaves have a good chance of coming back, PROVIDED that the fish doesnt run out of leaves and goes for the ...........roots. If you have large Koi that's very likely to happen. If you find that your water got all murky and muddy overnight that's a sign that the fish has gone for the roots in which case.......no roots no leaves ( I hate to state the obvious). If you have the lily inside a pot i suggest covering the top with a grid or a mesh big enough for the leaves to be able to make it to the surface yet small enough to stop the fish stiring up the soil and eating the roots.
Rocks inside the pond might be incovenient when you'll have to clean up the pond, also uneaten food or any other organic matter will end up under or between the rock, getting rotten hence giving you water problems. Rocks look nice inside the pond nothing to say yet incovenient