I'm only aware of rose slugs, but HERE are photos of various caterpillars on rose leaves. Anything look familiar? Do you have a picture of them?

Holy moly....I didn't know there were so many horrors in the world, lol. I didn't see "my guy" (I guess I'll have to take a picture!) but I did see the saddleback caterpillar, which gave me a flashback to one season in which I had an infestation in an area of the yard and got stung numerous times as I would simply walk by the plants that had them on them. Hurt like he.....ck. I determined to get rid of them no matter what and literally would stand and peer into the bushes, up and down and all around as i looked for them and then dispatched of them with my clippers. I'm sure my neighbor thought I was nuts.........