Your Ohio roses leafed out, then got hammered by a hard freeze. Leaves are black and hanging—but the bushes are almost certainly NOT dead.
Each bud eye (the knuckle-like swellings on canes) can produce up to three sets of leaves without weakening the plant. Frost kills the first set; the second and third are already queued up.
If the freeze was extreme enough to kill bud eyes themselves (rare but possible in Zone 5/6), you'll see no new growth from those canes by late spring. Simply prune them out—the crown will send up new basal shoots.
No wrapping, no special treatments needed. Just patience and selective pruning. Your roses will be fine.
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