Joannabanana ...
Insulating the container changes the dynamics of how the cold temperature will impact the survival of the plant. There are other variables like the size of the containers, the maturity of the plant ... and, in roses, the lineage of the rose. That's why when one is talking about a rose surviving in difficult conditions, it's best to say, "It depends on the rose."
Most container, or what they call "pot roses", sold in Europe are really bred to be throw-away plants. Kind of like a living bouquet. The plants are not bred to be good plants, but are bred to produce good blooms for a short period of time. Long-term performance as a viable plant is not one of the breeding goals.
Toni ...
You mentioned your plant drying out when you placed it in a sunny window, even tho' you watered it daily. Part of the problem there is that the glass in the window actually intensifies the heat hitting the container causing the soil to dry out almost faster than you can keep it moist, which will stress the rose. The second problem is, as I mentioned above, the light from the winter sun will not meet the plants needs for photosynthesis, but there is enough light for the plant to "try" to create food, so cellular activity is up in the leaves, which also creates plant stress.
I think you would have much better luck overwintering your roses in a dark garage and watering them just enough to keep them moist ... maybe once a month. The absence of all light, will slow down the cellular activity all through the plant and mimic dormancy. Then take them out and plant them when danger from frost has past. It's worth an experiment.
This is the practice of many people who grow their roses in containers in colder zones and it seems to work. In a way, it's kind of like heeling in a rose to protect it from the winter elements.
Smiles,
Lyn