Are they on the underside of the leaves, and in spraying the soap did you cover the underside of the leaves? The soap must coat the bodies of target insects, and then it takes a day or so to kill them. A careful description of your experience with this could be helpful to others.

The next weapon to try would be spinosad, available in the West as Monterey Insect spray or Ferti-lome Borer, Bagworm. It is relatively safe and not hard on most beneficial insects, but don't spray into open flowers unless it will dry before bees visit.

My understanding is that Sawflies make a quick stop on your roses to lay their eggs. I've actually never see one. What I've seen is wilted stem tips from the burrowing larva. Probably the best thing I've done is to cut back. You don't necessarily have to cut back hard, just until you don't see any damage in the cane. These things can be really confusing. I'm still not completely sure about what I've seen. I do know that cutting back last year seemed to make a big difference this year.

{{gwi:249876}} There's more than one species and the "rose slugs" common on the undersides of rose leaves in the springtime (in the eastern part of the USA anyway) are sawfly larvae.

Mendocino is talking about stem borer sawflies, I was talking about rose slug sawflies. She is right that soap would have no effect on the stem borers. The latter are best controlled (for next year) by policing.