Sounds like a Knock Out combination! These three plants should grow together well. You'll want to choose an arborvitae variety that doesn't grow too tall or require a lot of trimming to keep it at the height that you want. But the evergreen foliage of arborvitae should make a nice backdrop for the Knock out roses. And lower-growing lavender at the base of the roses should nicely complement the color of the roses.