Answer: On many varieties of roses the new leaves are normally red, so I suspect this is normal for your rose as long as the new leaves look healthy otherwise.
Aphids are very common on roses and they tend to prefer the soft new growth. Since you can't give it a good hard spray with water to knock the aphids off, you might try insecticidal soap according to the label instructions. Another option for later, once the rose is well established, would be to wait for the lady bugs to discover the aphids and eat them up for you.
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