2-3 foot depth + lillies should be fine.
The center with only 6" of depth is were the fish are getting caught. Herons will stay motionless until they can strike. If nobody scares them away the will stay and come back. Next time, do a motion detector sprinkler and place a fake heron by the pond. The word on the street is Herons are territorial and will not visit a pond already occuppied (not the case w/my father-in-laws pond). A lot of surface aggitation can help too. The only time i every had an avian visitor is when i did some repairs on my pond and the filters were off for a few days. Once the falls went back on, the birds never came back. They would sit on my neighbors garage and look at the pond a couple of times, but never any attacks.
I also have two dogs that patrol the yard. I keep them outside in early spring and late fall when the lillies are not yet on the surface or have died back for the season. I use schedule 40 PVC fittings as cover when the plants aren't kicking. No losses to predators in 4 years. The raccoons seem to like the bread set out for the birds more than fish. I went to take out the garbage Mon. and a huge raccoon was sitting on a pallet of pavers just looking at me. He didn't even get scared away until I approched and was 2-3 feet away.