New Delphinium arrived with powdery mildew

in Plants
Hi all, I bought this Delphinium Magic Fountain Lilac Pink in 1L pot from Gardening Express, but it arrived with what seems to me to be powdery mildew on the leaves. I contacted the customer service and she insisted that the plant is healthy and has been treated. I wanted to plant it out with my two other Delphiniums but I now worry about it spreading powdery mildew to the other two plants.
Any suggestions please?

Any suggestions please?

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However, I wouldn't be planting that out yet anyway ... I'd cut it back by two thirds and grow it on in a pot in a cold frame, to plant out as a much more substantial plant year.
If it is a bit of mildew, just keep it somewhere with good airflow, and it should recover anyway.
I live in west central Scotland - not where that photo is...