Q.Why Are My Rose Leaves Turning Yellow?
1st the other rose plant had powdery mildew. And then I was battling little green worm things on the bottom of the leaves. And now the whole plant is turning yellow. I’ve only had it about a month and a half and it’s been in the ground 2 weeks. I don’t know what to do. The other one is turning yellow too but not as bad.

Please take a look at this article: https://www.gardeningknowhow.com/ornamental/flowers/roses/yellow-rose-leaves.htm
Also I would water your rosebush with some water that has both a product called Super Thrive and a Root Stimulator in it (I use the Fertilome Root Stimulator.). Water the rosebush with this mix the next 4 to 5 times it needs watering (fresh batch of the water mix each time.). The Super Thrive helps the rosebush deal with all kinds of stresses and shocks it may be dealing with. The root stimulator helps kick the root system into a higher gear so it gets established quicker. Newly planted rosebushes can go into a stress period when they are trying to support many blooms and new foliage all at the same time. That is a load for a rosebush that just plain does not have its root system well established yet. It can take 4 to 5 years for some rosebushes to get well enough established to give you those nice magazine appearances. For the worms and caterpillars you might try buying some Monterey B.t spray. It is an organic gardening approved product that gets rid of the pests.