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If shot hole disease is affecting your plant, then you may not have any other choice but to cut off all the infected growth and disposing of it (as well as any fallen debris). Here is more information: https://www.gardeningknowhow.com/plant-problems/disease/shot-hole-disease-fungus.htm

It sounds like you have an insect munching on your roses. Some beetles have long pointy snouts and drill into the leaves to suck out the juices. Spraying the rosebushes with a good insecticide or giving them some Bayer Tree and Shrub granules should get things taken care of.

You hit the problem on the head. The pine tree shading the rosebush is causing the issue. The Knockout roses, as with most other roses, love their sun. To get the best performance they need lots of sun, apparently the pine tree is shading it too much. I have seen this in my own rose beds too. In some of those cases I was able to prune up the tree so that more sun came through. In others I had to move the rosebush.

If the neighbors roses do have Rose Rosette Disease then it could spread to your rosebushes. However no spray will prevent RRD as it is a virus and not a fungal or other form of attacker. If the neighbors roses have RRD, it would be best to inform them of it and hopefully they will do the right thing and get rid of them. The new Knockouts should be find if their roses show no signs of the nasty disease. Here is an link to an article for you too:
https://www.gardeningknowhow.com/ornamental/flowers/roses/rose-rosette-disease.htm and

https://www.gardeningknowhow.com/ornamental/flowers/knockout-roses/knockouts-have-rose-rosette.htm

They could be planted too close together and need more separation so that they are not constantly battling for nutrition, water and sunlight.

https://www.gardeningknowhow.com/ornamental/flowers/knockout-roses/knockouts-have-rose-rosette.htm

It sounds like they are being attacked by insects or night feeding worms. Most likely insects. I would buy some Bayer Tree and Shrub granules and give some of the granules to each of the rosebushes per the label instructions. Water in well and wash all the foliage down with the cool water. Do not wash the foliage during the heat of the day, do this washing early in the morning or in the coolness of the early evening. This should get the insect issues under control as the systemic action moves through the canes and foliage.