well there isn't a pink flowered buddleia, so I'll assume you mean lilac coloured. You should really complain to where you bought them from, because they're the bog standard version and not the varieties they were labelled as.

As for your hydrangea turning from blue to pink, especially if its a lovely pink and not a sort of lilacy bluish pink, that means your soil is quite alkaline - blue hydrangeas need acid conditions to remain blue, or, as you've discovered, they turn pink.

No such effect happens with rose flowers that I know of though - but they do prefer slightly acidic to neutral soil rather than alkaline. As said, as far as I know, it doesn't affect flower colour, but may mean your roses are less able to take up nutrients. I'm also wondering if your colour descriptions aren't quite accurate - Blue Moon always looks a rather faded sort of lilac to me, not blue at all.

I have a very pinky one [magenta I suppose]called 'Bright Pink' Bamboo.
I also think you have been mis-sold on the buddleia if they are not what you asked for.

My mum's blue moon was a pinky lavender and as a child I was disappointed that it wasn't blue.

i can assure you bamboo the buddleia is pink and a lovely shade of pink, and the blue moon rose is also pink, not a shade of pink, but pink. i need to test my soil me thinks and see if i can find a local expert to see whats going on with my pink garden

Soil conditions will only have a small effect on the colour of a Buddleja, a white Buddleja will be white whatever you plant it on. You get a small fade in the colour in very acid soil so a purple Buddleja would be still be a lighter purple.

There are several true pink cultivars of Buddleja davidii. Pink Delight is the common one but Pink Spread is a better shade.

Aluminium in the soils has a big effect on some plants and you can buy preparations that turn your hydrangeas blue. Acid soil favours aluminium release from the mineral content, so I would guess your soil could be quite alkaline. Is it chalky or with lots of old mortar in it?

Rose colours are often hyped in catalogues so I am unsurprised that you are disappointed.

thanks Buddlejagar on reading your answer i googled a bit and came up with this

http://www.telegraph.co.uk/gardening/howtogrow/6635546/Theres-a-hydrangea-for-all-types-of-garden.html

it explains why my hydrangea and poss my bud turned pink, it explains a lot, your right there is all sorts of rubble mixed in the soil, it some times resembles a Saxon dig when i hoe it of give it digging, so thats my problem solved i now know whats causing my pink garden and if i want to change it i can woo woo