Answer: Unfortunately, based on your description I am not certain what is happening to your rose. Sometimes a chemical spray or dusting will leave a residue that looks like white spots, these can be rinsed off with water from the garden hose.
Or, your rose might be suffering from powdery mildew. This fungal infection leaves a white powdery layer on the foliage and the foliage tends to be distorted as well. This can be treated with a baking soda based fungicide such as Remedy.
Or, it might be evidence of a pest problem such as thrips.
Since this type of damage is difficult to diagnose long distance, I would suggest you consult with your local Cornell cooperative extension to obtain a more specific identification of the problem. Based on knowing that, they can help you decide what to do. If a chemical control is needed, they will have the most up to date information on what to use and how/when is best to use it for maximum results.
I hope it is nothing too serious.
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