You could have......
Discovered a spring....Dug below the water table... Hit a waterline?
There are many pond books out there and most of them show this situation in
detail...You could either install a sump pump under the pond or just a
french drain to channel the water out....
I would.....
Pull the liner out and get the water out of the clay bowl you dug and see
how much water and how long it takes to fill in..
If you suspect the irrigation of your neighbors is the culprit, (I don't
think its likley) then you need to build up around the higher end to make
the water channel around and past the hole....If you hit an underground
spring, you don't need a liner....You will definately have a pond, so you
would need to channel excess water out with an overflow system....I've seen
this before....Your lillies will love the clay so no need for pots, and yes
the water will clear up in a short time.. Koi like clay also...You could
call yourself lucky, a lot of people pay big bucks for the clays and chem's
you will have naturally...

Response to "ignore it"...I have been weak in the knees with laughter upon
seeing a preformed pond floating like a battleship, full of water, fountain
running, underwater lights on, because the owner nicked an irrigation
line....Also a moderately large (18x24x3) 45 mil liner with an island of
water in the middle because of a spring...The large rockery in the middle
had mostly tumbled to the sides, except for one defiant 2'x2' rock sitting
on the top with a bullfrog on top...I mean stinking hilarious. Hydraulics is
a science....Do not leave it... Water is only 8.something pounds per
gal...There is hydraulic pressure underground you would not believe coming
from any water source.....Do It Right....