I don't know about the rose, but do you deadhead the rhododendron? Deadheading typically makes a big difference in the number of blooms the following year, since otherwise energy goes into making seeds. You have to be a bit careful deadheading, because next years flower buds form just below the current years. You want to snap off the faded flower, but not any of the buds below.

I had a climbing Blaze rose for years. It only blooms on new growth, so you'll have to cover it in the winter in zone 5. Otherwise all growth will die from winter kill and only what's under the snow at the base will survive - so no blooms.

I used to take the branches down and curl them on the ground then cover with burlap, anchor with rocks. I then piled all the cutback from the fall garden on top of that and they did fine. In the spring I'd uncover them and put them back up. That way they bloomed every year. However, if left up all winter, all branches died back and there was never any blooms.

There are a few clmbing roses that are hardy enough to survive and bloom in zone 5 without being covered up, though.