Roses generally do rather better in acid soil, but climbing roses will produce quite a large root run so they will eventually spread outside your composted area anyway. You could mulch with well rotted lawn mowings if you have any,and put your coffee grounds around it, plus any you can beg from anywhere else, as both these are rather acid. If the rose is very newly planted you might be able to remove some of the ericaceous compost and replace it with a normal one, but I wouldn't worry too much as your rose will probably be perfectly OK.

I wouldn't worry about ericaceous compost, especially if you mixed it with the native soil. If you planted it in pure compost, though, you will have to really watch the watering for the next year or two, until the roots grow beyond the compost, and/or the worms manage to mix enough soil into the compost.