<Not sure why but, my original reply did not post so here it is again; these comments include answers to your email questions.>
It sure does not sound good, does it? But if it has not leafed out, wait until May to see what happens. Late freezes in Spring can sometimes kill roses. Sometimes completely; often just the "above the ground" parts. Luckily, most grow new canes from the ground so, it is best to wait and see. If it leafs out and blooms, verify that you are getting a Black Baccara Bloom. Roses that are grafted may die from the graft on up so new canes/blooms would -in that case- originate from the Dr. Huey or Fortuniana Stock. If the rose is own root, the new canes/blooms should be Black Baccara.
If the plant does not leaf out by the end of May then you can assume that it is dead and safely replace it. Suggestions for the future: grafted roses should be planted such that the graft lines up with the soil in order to offer winter protections; maintain 3-4" of mulch to protect from the winter weather and to minimize the times you have to water; if winter is dry and the ground has not frozen, water every other week; prune only when appropriate for the type of rose (pruning can kick start new growth and you do not want new growth just as an early or late frost approaches); do not fertilize late in the Fall so the plant has time to go dormant and so new growth does not get zapped.
The hardiness for this rose varies depending on who do you ask or where do you look. I have seen it advertised as hardy to Zone 5 in one place and hardy to Zone 7b in others. I am not sure in what zone you are located but this could have been a problem if you are in Zone 7a or colder. When this conflict happens, I tend to assume that the plant should be winter hardy up to the warmer zone of the two (7b in this case).
In the meantime, maintain the soil moist and water when a finger inserted to a depth of 4" feels dry or almost dry. Do not fertilize as this may further stress an already stressed plant. Add mulch to maintain the soil moist for longer periods of time. If the plant does return, you can prune off dead/dried out canes after late May.
Asking fertilization questions will yield lots of answers as just about everyone has a different opinion. Some rose collectors/exhibitors have very complicated programs. There are easy programs for people who just want to keep the roses healthy and then there is plethora of in-between programs. I will give you the suggestions from Kansas State University.
Fertilize them three times: when you prune in Spring, again when the plants bloom for the first time and -lastly- before mid-August. Try to apply your first fertilizer about two weeks after your average date of last frost in Spring. You can also add powdered sulfur (1 to 2 teaspoons) at these times to acidify the soil if needed.
KSU recommends any slow-acting general-purpose chemical fertilizer with a NPK Ratio of 5-10-5 (or equivalent). Over here, I apply 1/2 to 1 cup of cottonseed meal (an organic product found in most local nurseries) to small-medium shrubs. Either is fine.
As I stated before, you may need to Winter Protect B/B if your zone is colder than 7B. To winter protect, wait until the leaves die and then apply a fungicide & cover the bottom 1' with soil or compost. Top the soil with hay or straw to further protect.
Hybrid Teas like B/B should be pruned in early Spring. Amongst roses that are hardy in winter to temperatures below 0F, there is a sub-group that survives winter but then weakens/dies when new growth freezes in Spring. So, you may also need to Spring Freeze Protect B/B too. To Spring Freeze Protect, you should prune any very tall canes to 3' or so in the Fall (more than two weeks before your average date of first/early frost); do regular pruning in late Spring; and apply half the amount of fertilizer in Spring. Careful when doing spring pruning on a rose that blooms once on old wood (meaning you do not want to prune it in early Spring; prune after blooming but before Augustish).
Does that help you, zacadny?