What to do?
The rose foliage in your photo shows rose slug damage. There are several species and may be several generations in a season. Check the upper and lower leaf surfaces for the larvae. If the infestation is light, pick off and destroy the larvae. To control heavy infestations, use horticultural oil or spray with spinosad. See our website for more information and photos http://extension.umd.edu/hgic/rose-slugs-shrubs
Lavender - Does not look happy and may be dead. Scratch the branches with your fingernail and look for green tissue. If you see it, the branches are still viable. Otherwise, Prune out dead stems and maybe the whole plant. If you need to replant, make sure the soil is well drained in full sun. They will decline otherwise.
This looks like a slime mold. The fungi are feeding on bacteria growing in the mulch. It is a temporary nuisance. You can leave it in place to
decompose. Otherwise discard in a compost pile, household garbage, or a spot in the yard away from your existing mulch.