Roses kept in a warm greenhouse for several weeks will probably need protection from spider mites.

Modern bush roses will not go dormant until they are bludgeoned by cold temperatures. The problem in this situation is getting them hardened up so the stems and crown are not killed. Hardening for winter occurs with repeated exposure to temperatures in the 40s and upper 30s, causing the plant to gradually increase the sugars in its tissues.

Best plan would be to cancel the deal if it's not too late and reschedule for late April.

Your options are to try overwintering them in the greenhouse or to plant them out and protect them from the worst cold. I once overwintered some small late-planted roses by piling dirt over them, but not until temperatures of 10-12 degrees immediately threatened. They would canker and rot under the dirt in mild weather. If you plant them out on 9/21, they should be able to harden up some from the exposure. A light frost doesn't hurt unless they are fresh out of a warm greenhouse.

So maybe using a cloche as the nights get colder and forget the greenhouse altogether???

This is one of those situations where there are no good solutions. Seriously, cancelling the order and rescheduling for next spring is the alternative with the biggest chance of success.

Own-root HTs are generally weak growers. First year plants are very small. So you have a rose that needs to preserve as much cane over the winter as possible, but that cane is small, tender, and not really hardy in your zone. So as Michael said, the two options are either keeping them in the greenhouse all winter, with the attendant bug problems, or trying to artificially keep them over a temperature of about 10F all winter outside. Freezes aren't really a part of this equation. It's what happens when it is 5F outside.

That's why I asked? Thanks for the input, order postponed. I'll see them May.

Well, the board accomplished one worthwhile thing today!