Hi, welcome to GoY, first of all, roses like to put down deep roots, so are better off in the ground, a climber in a container would not reach it's full potential, and would be akward to move, it would be better to keep your dog out of the garden, or at least teach it not to dig, could you make a run for it, all you would need are 2 short stakes, set about 20 feet apart, with a length of stout wire attatched at each end, and a dog lead attatched to the wire, your dog could then get the exercise it needs, without getting onto your plants, Derek.

If you plant it in the ground would it be possible to build a fence of some sort eg wooden stakes around the bush to look rather like a wooden container?
I wonder whether your dog focuses on digging it up because he watched you put it in? A neighbour of mine has a dog which makes a beeline for anything he sees her handling, as soon as she puts it down, eg purse, phone, remote, trowel etc and runs off with it. they are seeking behavioural advice from a specialist in canine behaviour. However, there are websites rather like this one where people can write in with problems and get advice.