From your decription, sounds like vine weevil, you will need to treat the plant by watering a vine weevil killer (wilko's sell it) into the soil.
The grubs look like maggots with legs and dark heads and live in the soil eating the roots, when they emerge they munch notches from the leaves...if it is vine weevil they will eventually kill the plant. The rose will get a powdery residue on the leaves once it absorbs the remedy, but, should only be for the current season.