Answer: It's really hard to diagnose a plant problem without seeing it, so based on your description I can only guess that the rose bud is turning white prior to opening. If the white you see is a powdery coating over the entire bud, it is probably a fungal disease called powdery mildew. The disease seems to appear more often in early or late season, when days are warm but nights are cold. Poor air circulation in and around the plant can help the disease progress rapidly. If you're seeing a white coating, you'll want to remove the affected plant parts (to slow the spread of the disease) and then use a fungicide formulated especially for roses against powdery mildew.
Best wishes with your climbing roses!
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