Cotton ....
No need to shade your roses at those temps. Let them have all of the full sunlight they can get for photosynthesis.
My roses are all established, so looking back, I only remember giving new roses shade is when the temps were in the 90s on up to triple digits.
There are a lot of right ways to grow roses. In my garden, since I don't have naturally fertile soil, every spring I put down a layer of better soil under the canopy of the rose and then mulch with leaves, if I can get enough of them, and I might use much smaller wood chips if that is all I have available.
My goal is to create an environment for soil bacteria and worms as well as helping the soil near the surface stay moist for the feeder roots to spread out.
The deep watering is for the anchor roots where the moisture won't evaporate as quickly and helps the rose always have moisture available.
When I water, I water beyond the base of the rose so that the feeder roots will spread out.
To me, it's important to grow a good root mass to have healthy roses.
Smiles,
Lyn