This info is available online or in a history of roses. But, briefly, nearly all yellows come from Rosa foetida, from Western Asia (Persia, Turkey). The "Austrian Briar" is just R. foetida and came into Europe at least by 1600 and possibly earlier via the Crusades and, in Spain, the Moors. The double form is Persian Yellow and, as I recall, Harison's Yellow and William's Double Yellow are both crosses with R. foetida and a spinosissima (Scotch) roses, both in the early 1800s. Pernet crossed R. foetida with ? to produced the first modern yellow in 1900. Reds with yellow in their genes would have come after these.

Pernet-Ducher introduced Soleil d'Or in 1900 and was a seedling of Antoine Ducher, a HP. Rosa Hugonis was introduced in 1899, but not widely grown until later.

There are several yellow tea roses, noisette hybrids and a few china hybrids like Perle d'Or. The yellow in these roses probalby originates from Parks' Yellow Tea-scented China introduced brought to UK in 1824. About the same time Rosa banksiae lutea was introduced in UK too, but it hasn't had any influence in rose hybridising.

I think there are one or two rare mentionings in old books about a yellow portland and simillar, but nobody really knows anything for shore about these, and they are lost varieties.

correction, Soleil d'Or, a seedling of a Antoine Ducher seedling.

Slater's Crimson China is probably the first of the roses seen in Europe that had (more or less) the crimson we think of when we think of a "red" rose. That first appeared in England in about 1789, although I have no idea how long the Chinese had been growing it.

When it comes to old red roses, the gallica Conditorum is usually mentioned. I fades a bit in hot sun, but in cloudy weather, this rose is pretty red.

Get yourself a copy of "The Complete Book of Roses" by Gerd Krüssmann. it is stuffed with information on history and breeding. It is a great read and the information is still pretty accurate.

The Sulphur Rose, Rosa hemisphaerica var. rapinii and its double form R. hemisphaerica 'Flore Pleno' are dark yellow. Flore Pleno was introduced to Europe by Clusius who brought it from Turkey around 1600. It was grown by Olof Rudbeck in 1666 at the Uppsala Botanic Garden. I am sorry to say it doesn't grow here in Uppsala any longer.

Here is a link that might be useful: Sulphur Rose

I think the scarlet and vivid oranges came when Orleans Rose sported, losing a molecule of oxygen from the pigment which would normally have been magenta:1929-30. The result was the inclusion of pelargonidin, leading to roses such as Superstar.
Lux, a brilliant book, simple 'Roses' by Peter Harkness,(2005 from the RHS archives),publishers: Harry N.Abrams, Inc., would be an imnvaluable research tool (and has some very beautiful botanical illustrations throughout.