My climbing roses keep getting little tiny holes in the leaves every year. My large roses have something big eating the leaves but I don't have any Japanese beetles.
Little Holes in Climbing Roses
It surely sounds like some sort of beetle problem on the climbing rosebush. If the leaves just have some half circle shapes cut out of them, it could just be cutter bees. I leave the cutter bees alone as they soon stop once their nests are built. Giving the rosebushes a treatment of Bayer Tree & Shrub granules once a year, early spring, will usually cut way down any any insect issues.