Those black spots look like some type of fungal disease—black spot or possibly anthracnose. They both lead to yellowing of leaves. The damaged leaves must be removed and disposed off. Keep your garden clean of rose debris and avoid watering later in the day. I also disinfect my pruners to avoid spreading the disease. I am using a fungicide every week to get control of the disease. Once it's under control I'll probably spray once a month. Continue to remove affected leaves.
The curled leaves almost look like thrips damage that requires insecticide.
