Direct sun will scorch and kill the cuttings. From now on, handle the bag only from the top. The idea is minimum displacement of the cane and new roots. Sorting out roots during potting or later planting will be a potential source for loss. I have found that with 4 or more cuttings some usually die.
Roses are very individual and perform differently.
Stored energy in the cutting can support a lot of top growth, but if the cutting doesn't callous and roots don't appear, the cutting will eventually die. Most of the care needed is an occasional bag reinflation. The bag provides the complete humid environment the cuttings need - a mini greenhouse. Don't worry if some of the original leaves turn yellow and drop so long as the cane is green. If the soil cracks at the cane, gently move soil into the crack and firm it in place.