Friend or Foe?

It was such a killer hot day today, I decided to let the plants suffer through the extreme heat and then give them a good drench this evening. I am glad I did, because had I wasted water and done the watering this morning I would have missed this. The catepillars must have just hatched for I caught them feeding on one rose leaf and the egg sacs are at the tip. You can actually see the eggs in the upper left hand corner (looks slightly shimmery) anyhow, I have no idea what they are, although I have a sneaking suspicion that they are fall web worms, and they can cause a lot of damage ( a lot more than what they already did to one single leaf in a few hours). I put them in a mason jar, then I clipped the stem around this leaf just in case one of them was fast to leap to another feed source.
Anyone know what they may be?

Edited to Add: I also found a few green aphids on my roses, I transferred the ladybugs over to the rose bush and I set out yellow sticky notes covered in vaseline. If this doesn't work tomorrow I will look at other options.