It was not long before the wind did gather strength and among those to have problems was Spain's Gonzalo Fernandez-Castaño.
In a blow to his hopes of staying in contention, and improving his chances of a Ryder Cup debut, he fell from five under to two under with four bogeys - and a birdie - in his first five holes.
Donaldson remained four under after five holes, but Adam Scott, trying to hit back from the shock of losing last month's Open with four closing bogeys, dropped a stroke at the 412 yard 12th to be three under.
As that remained the first weather warning notice of the day was posted around the course, although play continued for the time being.
Donaldson added another birdie at the 480 yard par four sixth and moved into joint second place just one behind Pettersson.
Neither Rose nor Donald made good starts, the former bogeying the 447 yard tenth to be two under and Donald double-bogeying it to stand four over and in danger of missing the cut just like he did at the US Open Championship.