"Shredded" foliage is most often due to snails or slugs, both of which ADORE dahlia foliage. I've never had them pay attention to rose foliage, except for very small, young seedling roses. Aphids suck the sap from the leaves, they don't "eat" them. There are caterpillars, grasshoppers and katy dids which do eat the leaves.

Ants don't pay attention to roses other than to "farm" the ants for the same reason we farm cows. The ants eat the "honey dew", the sugar water sucking insects secrete after digesting the plant saps. Ants will also loosen the soil around the plant roots, often causing them to rock in the wind and suffer water stress from too loose soil.

Small holes in the under side tissue with the cuticle (skin) of the leaf remaining on the upper surface is likely to be saw fly larvae (rose slugs). I'm not aware of them attacking dahilas and they would absolutely not "shred" the rose leaves. A severe infestation could easily result in all of the tissue between the veins being completely eaten, though. Definitely, photos will help greatly. Kim

I can tell you here that both rose slugs and aphids adore Knockout roses...lol

Check the underside of your leaves for greenish worms...

We also have some non rose flowers that have
holes in leaves but not sure what insect is causing the damage on those.

A pic of your rose bush/leaves would help us more...

Here is one photo

Here is one of those roses. The plants are all in the same garden.

Some leaf cutters , too. What a smorgasbord!

There was 1 season my KO Rainbow was completely skeletonized by Sawfly catterpilars ~ almost overnight!!!

As Jim suggested check the backside of the leaves for the larvae munching the leaves.

Cornell Univ formula is easy & inexpensive to mix spray the underside in early AM or sundown ~ should halt the damages done!!!

Good luck!