They can take a week. You should expect them any time now. I'm sure they'll be okay. The bag and box will insulate them against the heat.
Everyone, please remember not to soak your new bare-root roses from Pickering in water for a long time. That's the best way to kill a rose grafted onto multiflora stock. If you can't plant them right away, dig a small trench, lay the roses down horizontally (or diagonally, I guess) with their roots in the trench, and cover the roots with soil. Keep that soil moist until you can plant the roses in their permanent spots.
You can soak the roses temporarily if you wish, but preferably only in a bucket when you move them from the trench to the new planting holes on planting day. Even then, you should pour a lot of soil into the water in the bucket and create a muddy fluid before you put the roses in there.