It sounds like canker. The canes have dead spots lower down that prevent water and nutrients from travelling up the canes. Above the dead spot, the cane has enough reserves of it's own to leaf out, but not enough to keep things going. The only thing to do is to cut it off below that spot. It's usually waay down, on the underside of the cane.

The 'new' zone map has been around for a couple of years now, I think. It's been discussed. The general consensus in the northeast seems to be that if you've already decided the old zones are too conservative, keep doing what you're doing. If not, again keep doing what you're doing. Personally for me, it doesn't matter whether I'm officially zone 5 or officially zone 6. I have to plant for zone 5 either way.

This article about Knockout Roses was posted on my forum and thought that it might be of some use to you since it does include growing info.
Penny

Here is a link that might be useful: Knock-Out Roses