My buds are not opening and they have little yellow larvae inside! What can I do? Also some leaves look like the one in the pic and are huge! Is my rose sick?

Your poor rose is being attacked by some rose-eating critter and is also suffering from blackspot. Houston can be a difficult place to grow roses. I do not spray my roses for bugs or disease, but many rose growers do. If you want to try that approach, your local nursery can suggest some helpful products.

Can I ask why don't you spray them? Is it bad to do it? Will they die if I don't? Thank you

Here is an older thread on blackspot
The thread "Black spot" in Roses forum