Two questions,,lillies and rose bugs

#1 I have a butterfly garden. Nothing spectacular, but I do have hummers and monarchs that come. I have a knock out rose that was beautiful and it's being eaten by something. I can't see any of the culprits. I don't know what to put on it that won't hurt the milkweed and any monarchs...and the nearby butterfly bush. Anything natural? I do have essential oils too.Will those hurt butterflies? #2 I have many daylillies that are new from this fall, and some older ones. The new ones aren't very big and do not seem to grow much. I have older ones too that don't bloom. From what I have read about there's a possibility that I may have planted them too deep? Is it too late to move them this fall any try it again? I get leaves but no flowers.

The Rose: Sorry it is true that things that poison pests will also poison the insects you want. That said, sometimes ladybugs or other predators can be bought and put near the rose.
Some people are willing to use "natural" poisons, like pyrethrins (made from chrysanthemums) . They mistakenly think because they are "natural" they somehow will not kill the desirable insects. That is not true. Same for things like Azamax, which I will use on houseplants but not on outside plants for the same reason-it kills insects, and would harm the butterflies.
I think you need to identify, if possible, the pest. Photos would help.
My approach is generally to
1-tolerate some munching
2- Plant something else that is not munched.

The daylillies: I would just water and fertilize normally this year, They will increase at the depth they like. I often find the first year not much happens with my daylillies (although I do think that my taking better care of them the first year would help!)

Do you have your daylilies in full sun? Although, I have daylilies in the shade that bloom. Not as prolifically, but do bloom.
Daylilies like lots of fertile soil. You might want to top dress your daylilies with compost or manure if you have access to give them a little boost.

My Knock Out rose bush has went from beautiful to nothing. It has no more new buds. This happened in a couple weeks. I can't see any bugs at all on top or underneath the leaves. Is it a goner for this year? Should I cut it back?

As for my Lillies...The oldest ones (2-3 yrs) are in full sun. The new ones (planted last fall) get full sun maybe 2/3rds of the day. I guess I will just keep taking good care of them until they are ready to do well. Thanks for all your help!

Regarding the roses: In a word: yes! I would suggest cutting back the roses. Deadhead them to a place where there's a set of "five" leaves coming from the branch. Also, if you have the energy, (we're having 103 heat index) you could cut out some of the leaves that have been eaten. It's not necessary, but it does allow the bush to focus on making new rose buds and new leaves instead of splitting its energy into rose buds, new leaves and the old chewed up leaves. If you cut the roses too severely, it will take them a long time to re-bloom if at all.

Japanese Beetles are quite prevalent around here this time of year. The roses usually get to put out a nice flush of blooms before the JB arrive. They will plant their eggs in the soil in August and the adults will die. The eggs turn into larva and eat grass roots, then, develop in to adult beetles and it starts all over again. They haven't been able to figure out how to control these nasty bugs yet. So, one has to tolerate them.
You can hand pick them off dropping them in soapy water. You can cut all the blooms off of your roses because they like the blooms the best. Later, when they leave, your roses will re-bloom.
This "may not be a Japanese Beeltle" problem with your roses, but that's my best guess. I have found Japanese Beetles like pink rose blooms the best, then red.. Try shaking one of the limbs and see what flies away.

I am sorry this is so long, and this is more than you wanted to know. Good luck with your roses.

I wonder if your lily bulbs were quite small when you planted them. If so, it will take awhile for them to bloom. My lilies get bigger and offer up more blooms with each passing year. I think in time, your lilies will reward you with beautiful blooms.

Thanks everyone! I have been looking for Japanese beetles because I know we do get them. I haven't seen them yet. I'll try shaking the branches. I'll also try to cut them back some and see what happens. I'll just wait and be patient with my lillies. Thanks everyone!