One of the many forms of Blackspot which attack almost every plant there is. Try a systemic fungicide.

Do you mean the marking on the leaf or the bug on the stem? I think that the bug is one of those black flies with the long legs hanging down when it flies. As far as I know it does no harm.

Yes the bug Bulba am not too worried about the markings on the leaves

If you google rose sawfly, it looks like the adult fly.
Maybe keep an eye on the leaf edges for caterpillars over the next few weeks - the first time I had them on my rose they were almost an inch long before I noted the little monsters.