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Spring is the ideal time for cuttings. Look for new, green stems.

Bone meal is helpful for roses, in a pot I would used two tablespoons and mix into the soils well. Here is a link to any article on planting rosebushes: https://www.gardeningknowhow.com/ornamental/flowers/roses/bare-root-roses.htm

The most common causes of leaf drop are incorrect watering and excessive heat, particularly at night. With heat stress the plant goes dormant to conserve moisture and energy. If this is the case, it should rebound quickly when temps return to normal. Overwatering will lead to root rot so make sure the top 2 inches of soil are dry become giving your rose a deep watering. Lastly, check for spider mites. They can be hard to detect so look up pictures so you'll know what to look for. They are most evident on the underside of leaves. I'm assuming the leaves look normal before dropping. If you are seeing evidence of foliar disease, please repost with a picture of the infected leaves and plant.

If you have deer or elk in your area, then they can be the culprits. They will usually return though and decimate the canes as well! Using products such as Deer Scat! can help. It could also be night feeding worms. Using a systemic application such as Bayer Tree and Shrub granules works wonders. Apply the granular product per the label directions for ornamental shrubs. You can also spray an insecticidal spray on any remaining foliage to help protect it while the granules treatment kicks in. Hang in there, I know this is frustrating....

Here is a detailed article on propagation from the American Rose Society. http://www.rose.org/the-rosarian-grows-roses-from-cuttings-covered-by-baggies/

Once leaves emerge from the cane, remove the plastic bag. The high humidity needed while the plant forms its first roots becomes a liability. Frankly, you also need a pots with drainage holes. It will be very easy to overwater with your current set-up which will cause root rot and result in leaf kill. Since establishing roots is the most important thing in starting a plant from cuttings, loose soil is vital. I would add extra sand or perlite to regular potting mix.