Most species of roses make good arrows. I've used multiflora, Carolina, and swamp rose. Leave them a little long, some kinds check badly. I've found that I can usually peel the bark on multiflora, but swamp rose checks to hell if you peel it too quickly. I let them season awhile, periodically hand straightening them, then debark, heat-straighten, and plane them down to diameter with a thumb plane. Like you already found, you need at least second-year shoots, the first year ones are thin-walled with a lot of pith. They're not as tough as some hardwood shoots, but at least as strong as cedar shafts and heavy enough for hunting arrows.
