Any library with delay() implemented by switching to low-power-mode w/ WDT

A writeup on low power modes:

Only IDLE mode keeps Timer 0 running. So in the lower-power modes you won't know elapsed time (without an external clock).

You could implement your own timing with Timer 2 and then use "power save" mode. In fact if you used an interrupt with that, then that is your "watchdog" timer. So just let Timer 2 wake you up at whatever intervals you (reasonably) want.