Hi, 

It looks like you have a multitude of diseases that are common to roses. 

The first photo with the yellow spots could be rust. If you flip the leaf over and look at the underside there will be more orange looking "rust" symptoms. 

The second photo is black spot. 

The third photo looks like a few holes from rose slug sawfly larva. 

You can refence our Common Rose problems diagnostic page for more details on all of these and guidance on management. 

Rust is a common fungal infection for weather conditions that are cool and moist. It is difficult to control if the weather conditions are consistent for favorable fungal growth, so typically it doesn't warrant control. 

For the rust and the black spot, cleaning up the leaf litter in the fall and taking the heavily infected leaves off will help with the spread. You can look for a rose fungal spray and start applying  per the label directions - usually every 7-14 days, to help with infection. You can do that now and will need to keep up with it until the fall, then start again next spring. 

Roseslug sawfly larva don't harm a plant enough to kill them usually unless they are otherwise stressed. They may defoliate the plant but they usually leaf back out when they have matured. You can hand pick off the worms until predators start to eat them. 

If you have further questions, feel free to continue to reach out. 

Emily