Makes perfect sense actually -- if you were building a nest, wouldn't you choose the most comfy material you could find. And please, nothing with mildew on it. You'll probably never see one (I haven't caught one yet), but look at this cool Youtube video linked below, to see one in action. Here is a link that might be useful: Leafcutter Bee on You Tube

If the rose leaves are "skelatonized" where the veins are left behind then it sounds like Japanese Beetles. They love roses. The leaves will look like lace after being eaten with all of the green gone. If it is JB, then insecticidal soap will have no effect on them. That only works on soft bugs such as aphids, lacebugs, mealybugs. Organic methods of killing JB would be something strong like pyrethrins or neem oil. Grub control is also very important. There is a parasite of grubs called "milky spore" that eats the grubs and spreads through the soil to infect other grubs. It may take a few years to have very good control with this. Perhaps a multi-stage effort to kill out as many adult beetles as possible and also work on the grubs. Good luck!

Your ph is a little high and the roses may be re-acting to it as this can cause what looks like to me as a mild manganese deficiency starting. If it is, the leaves will go to a brighter yellow. I would give the roses a rest from any spray or fertilizer. Just water and see if the new leaves are normal looking. If they do go yellow then there is a foliar spray for mineral deficiencies. Don't give up on the roses as there is always some thing you can do to solve most basic rose problems.

I love my animals, but they're always making more work ... and they never clean up after themselves. :) See now if the horse just did some beneficial pruning or deadheading it would be fine. Or if he snipped them and brought you a bouquet. Or if he smartly fed them his own manure. But no. He has to do it his own way. I'm constantly lecturing my dogs to help out by digging my planting holes for me or at least to clean the dishes. They never listen. Instead they dig around my roses to eat the alfalfa. One of them just ate the last Falstaff bloom the other day too. I don't blame him because they smell so good.... but argh!!!!!