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That first flush of blooms is usually pretty nice. However the rosebush now needs a bit of down time to get their root systems set and established enough to support more blooms and top side growth. I would mix up some Root Stimulator and a product called Super Thrive in a big watering can and water the roses with that the next 4 or 5 times they need watering. Plus sprinkling 1/2 cup of Epsom Salts around each bush, scratching it into the soils and watering it in well along with the other mentioned treatment will help alot. It is usually four weeks or so after that initial rose show, the pink blooms do not seem to last as long as the red knockouts but still do well.

I have seen squirrels do this sort of thing. Not sure why they do it but sometimes they will. If it were deer they would eat pretty much all of it. The damage I have seen squirrels do to them is just as if someone attacked the rosebushes with pruners. Perhaps getting a motion detecting sprinkler would help, that way when the squirrels or whatever it may be moves in to do some damage they will get a good soaking and run off!

The first thing to do is to make sure what insect you are battling for sure. Then go about treating it. You could get some Bayer Tree and Shrub granules and apply that around the rosebush. It feeds and provides systemic protection. It has helped me with may insect issues on roses, shrubs and trees.

You will want to go ahead and prune off the dead bloom down to the first 5 leaf junction with the cane if it is a hybrid tea rose. If it is another classification of rosebush prune it down to where a healthy looking leaf cluster starts. Here are some links to articles I have written on caring for rosebushes for you too:

https://www.gardeningknowhow.com/ornamental/flowers/roses/rose-deadheading.htm

https://www.gardeningknowhow.com/ornamental/flowers/roses/rose-fertilizer.htm

https://www.gardeningknowhow.com/ornamental/flowers/roses/best-rose-fertilizer.htm

https://www.gardeningknowhow.com/ornamental/flowers/roses/watering-roses.htm

There is not necessarily anything wrong with your roses. It could be that they are between bloom cycles and are just catching their breath so to speak and will bloom again. Just as cold sends roses off into dormancy, the high heat can cause them to take a break. Keep them watered and fed, they should come back into bloom nicely. Keep any eye on them for insect attacks too, as the stress of such attacks will limit new buds and blooms. If buds start to form but fall off, you could have thrips. Also be careful what fertilizer you are feeding with as high nitrogen fertilizers can easily lead to more foliage and no blooms. Check out this article link too:
https://www.gardeningknowhow.com/ornamental/flowers/roses/no-blooms-on-roses.htm