Toni, I can't plant anything in the ground here in Bakersfield from the late spring through summer unless it's in shade because everything would fry even with daily hand watering, but all my irises are delivered in July plus I've been receiving daylily orders all summer too; so I pot everything up and put them on makeshift plywood tables using those big umbrellas I get from Costco and Sam's Club angled so the plants don't get afternoon sun, and then by September everything is well rooted and I can plant them in the ground and they really take off without being harmed over the summer. Plus when they're in pots on the tables I only have to water them every few days.
Here's what it looked like after I received my first two iris orders in early July.
Is there some way you could pot up your roses when you receive them and give them quite a bit of shade, particularly in the afternoon, to carry them through the first summer? Or even create some sort of shade device for plants in the ground? I don't think I could stand to have my plants fry over and over the way you describe without getting totally discouraged and burned out. I still lose one or two each year, but considering I probably get over 200 plants I think that's acceptable. Just a thought...