Why did you get them so early? Roses are not indoor plants. You should have waited until this spring when you could plant them outside. Indoor heated air is dry and pulls moisture out of the canes. That's why when planting bare root roses outdoors it's advised you hill soil over the canes until new growth appears. Unless you can move them to a greenhouse where they'll get humidity and the conditions are more like outdoors, I doubt they'll survive. Two months ago means you got them the first of December, way too early in your zone 5b. I suspect Palatine shipped them because they thought you were going to plant them outdoors. Normally they don't ship to zone 5b until spring unless requested to do so.

One looks fairly easy to identify. I believe what you are seeing on the leaf of the second image is black spot. It is a fungal disease. In my very dry climate we do not see much of it at all. At a previous home I had over 100+ rose bushes so maintaining the health of all bushes was extremely important as an issue with one rose could spread to others, and as a result, I did minimal spraying using neem oil and insecticidal soaps etc. Now, I have about 12 bushes and just keep more of a watchful eye, am more careful of the conditions, like air circulation and things like that. I hose off aphids and mites with a forceful spray of water. The garden is easier to watch, maintain, and potential replacement costs if something horrible happened would be lower, so I use nothing and am all organic now. If you have a good nursery with people who actually know their product and horticulture, you can take the leaves and photos; they can usually tell you exactly what is going on and what needs to be done. Their recommendations should be specific for your area.

If there's still life (the canes still haven't gone all wrinkly) there is hope. Place the rose in full shade until it shows signs of recovery and new growth. You can water with half strength solution of liquid fertilzer now and then, the organic ones with seaweed extracts stimulate root development. Some have added mycorrhial fungi, a type of beneficial micro organism that support root growth and will speed up recovery. Best of luck :-)

Rose photos are not showing. Please try to post them again. I guessing here. Sounds like you are using one of the Bayer combo products. Many of us here do NOT recommend those 3-in-one products--often they give the rose much more than it needs. Certainly, if you were not having problems with fungus or with insects, your roses did not need an insecticide or a fungicide. And some posters have noted that the "feed" part--the fertilizer--might be too strong. I'm guessing your roses are suffering from too much nitrogen--nitrogen-burn. All you can do now is give them a good deep watering to try to wash away some of the effects of the nitrogen and then wait patiently for the rose to put out some new leaves. The other possibility that occurs to me is you have a severe spider mite problem. They are so small that you may not see them, but often there will be some telltale webs around parts of the roses. In that case, the cure is relatively easy. Use a stiff spray of water from your hose and give those roses a thorough shower, in particular spraying up underneath the leaves. Repeat this process one or more times every few days. After a week or so of such treatment, the spider mites should be gone (They hate water.). Good luck. Kate