Iris, without knowing where you live it's impossible to say if they will live or not.

My zone is 6 I live in enfield ct if that helps but they are most definitely perrenials here when planted in the ground

I wouldn't do it. The rose will need much more water than the lavender. I have roses and lavender in the same bed in the ground, but the roses are on a drip irrigation system, and I barely water the lavender.

My concern is not with the companion plant but whether or not a rose will winter in a pot in what ever zone you are in since you don't say where you live.

I would say no. Different watering requirements.

In zone 6 you'll need to have a place to winter the pot. You can put it in an unheated garage or shed but be sure to water it some every month during the winter.

I have 4 mini rose bushes, which I got on sale at Whole Foods last year. I re-potted them and keep them out on the balcony. I'm in zone 6. The leaves have fallen off during the winter. It was watered on occasion. There are signs of new growth. I recently pruned the bare bush of some aphid infected parts. Sprayed it down with neem oil based product. Will be checking on it this weekend.