It sounds like powdery mildew but without a picture we can't be sure of anything.
Tiny baby plants will always be more susceptible to diseases. They have not developed any kind of immune system yet. As the plant matures it should become cleaner and healthier. Small rooted cuttings (called bands) can take 5 years to reach maturity. New Dawn is a very vigorous grower though so it should get stronger quicker. Perhaps 3 years. In any case you can use a fungicide on them for now to keep them clean.
In GA I would say go ahead and plant them as soon as possible so they can get acclimated to where they will be growing. It will probably take at least a year or two for them to get big enough for a trellis. Most climbers take at least 3 years to even begin to climb but, like I said, New Dawn is a fast grower.
There are several online nurseries where you can purchase good quality plants and the service is very good. While there are some good dealers on eBay it would NEVER be my first choice to buy new roses.
