ZD does drop a lot of leaves. And it usually gets black spot, which if you don't spray, will make it drop more. Mine does have leaves on it now, but not on the bottom two feet or so.

Usually, roses drop foliage due to water stress or disease. If the plant isn't able to absorb enough water to keep growing and flowering, it sheds the leaves to stop transpiration, sweating, which generates the siphon necessary to carry water and absorbed nutrients from the roots to the cane tips. Loss of foliage means the plant can't feed itself as there is only the photosynthesis going on in the green cane parts. If the sun and heat are intense enough, the canes can be scalded, sun burned, which can kill them outright.

The other common cause is due to fungal attack. Are you seeing abnormally high levels of black spot or rust infections on either plant?

Are these grown against hot walls where the reflected/radiated heat is "cooking" them? Are they surrounded by hard scape, side walks, patios, etc., which may also be cooking them with unusually high reflected/radiated heat?

How is the drainage under these two plants? Does the soil stay moist or does it appear to dry out completely? Perhaps they aren't receiving enough water to battle the heat they experience, or the soil is so porous it doesn't maintain sufficient water reserves to keep the roses leaved out successfully over the hotter period?

It is quite common for larger plants, climbers in particular, to have "bare knees". The foliage at that level is older and often that portion of the plant doesn't receive enough light to maintain healthy, productive foliage so the plant sheds them. If your plants are bare up where they should have productive, healthy foliage, you have some serious issues which need diagnosing and correction. Good luck! I hope something here points you in the right direction to fix your rose problem. Kim

If you are in the east part of country ZD and CAB usually loose all their leaves to Black spot disease. This is normal here for me in MD. My CAB is all naked from mid June on and I don't grow ZD anymore because it was even worse. They both are strong roses and will still bloom nicely next spring despite of defoliation. If you want blooms AND leaves you have to spray or choose resistant to BS climbing roses. No extra water or fertilizer will help to prevent or cure BS disease.
Olga

What Olga said.

Spray with Bayer Disease Control (tebuconazole) to prevent defoliation, or plant one of the few resistant varieties (for ex. Quadra, John Cabot, Laguna).

I don't know about Zeffy but my Baby Blanket tree rose does the same thing every year. Spring flush is marvelous. Then it loses every single leaf sits while it's hot and then leafs out and blooms again in the fall. The leaves aren't spotted and don't even turn yellow first. They just fall off. It's done that for the past 5 years I've had it and it seems to still be growing and doing fine!