Water them some more. The soil looks absolutely dry. It also needs mulch to minimize the loss of soil moisture. Temps above 85 or so will start to bother the plant. When windy and very sunny, it may also loose moisture through all the leaves faster than it can absorb more water through the roots. Then the leaves wilt. But they are ok.
New foliage produces leaves that are various shades of reds. After a few weeks, they turn green.
New leaves that get exposed to late frosts can turn from green to red, red&yellow, etc or yellow if there is damage.
While this is common when growth goes into high gear in Spring, your new rose leaves can also develop this pigmentation when exposed to a lot of cloud clover or after pruning.
This is not Rose Rosette Disease (RRD) if you are wondering though. Red pigmentation does occur with RRD but you would also see sharply increased growth of small leaves and thorns forming clusters of unimpeded growth. That type of growth sometimes looks odd. For example, a normal stem would look its typical thickness but then beyond a certain point, the thickness increases markedly, there is a forest of leaves & thorns and then the stem thickness goes back to its previous normal thickness again.
Unfortunately, now (May-ish) is the time for the mites to spread the virus that causes RRD. It is close to you: