I have this white wool like stuff below a rose bud, on all my buds. It's not moving (not an insect) and it goes away (almost like dissolves) with insecticidal soap, but comes back the next day. What is this? how do I treat it?

At first glance, I think they are Mealybugs.
Mealybugs are tiny white bugs on plants, and most commonly look like white fuzzy stuff on plants leaves and stems. You can use alcohol wipes or Q-tips dipped in alcohol and wipe them off. Every time a see any bugs on my roses, I blast them off with a Jet spray of water from the water hose.

Spittlebugs. Spittlebugs have a protective covering they make that looks like someone placed soap suds (or spit) on your plant or bush. In fact, the tell-tale sign of spittlebugs is plant foam, and will normally appear in the plant where the leaf attaches to the stem or where two branches meet.

Mealybugs start making the rounds in May over here and month end in the NE. The white wool thing is weird, though. I have not seen it before buy maybe I detect these guys too fast before they can get started doing that. PM?

Could be powdery mildew. http://ipm.ucanr.edu/PMG/PESTN...

Sorry, hard to tell what it is from the pictures.