Nothings really happening yet but there are some dry brown dots appearing on the plant, and in another plant (last photo) there is some yellowing

I wonder if that bug is a Ladybug larva. One of the good guys who eat many, many aphids. Ladybug larvae have some color (reddish orange) in small areas towards but not on their heads.

professorroush(6A), thank you for that link. I've been wondering what those papery looking spots were on my rose leaves. Now I know. They just appeared all at once, but I don't remember seeing any larvae or flies, but I'm usually not observing until late pm. They don't seem to be around anymore and it doesn't seem to affect the growth. Hopefully, the birds and other critters will get rid of them for me.

Vaporvac; Often the sawfly larvae are UNDER the leaves. And yes, most of the time, it affects so few roses as not to be worth spraying or fussing over.

Dogkitten, I'm pretty sure that's NOT a ladybug larvae. Your spots are mostly just random damage, nothing to worry about, but the yellowing is a little concerning. How often are you watering?...it could be a symptom of keeping the pot too moist or poor drainage.

I've just watered it heavily once (it's a new rose) two days ago, but it's been raining so the water hasn't really dried yet, I think I will just refrain from giving it anymore until the temperatures get hotter and it is a bit dryer.

Thou I can't see it that well. It also resembles a species of click bug.