1a.  Jordan Dodd.  Virginia Marriages to 1800 (online at Ancestry.com):

Rose, James

Sandy, Winney

11 Jul 1798

Richmond Co.

1b.  Robert K. Headley, Jr..  c2003.  Married Well and Often: Marriages of the Northern Neck of Virginia, 1649-1800: Marriages and Marriage references for the Counties of Lancaster, Northumberland, Old Rappahannock, Richmond, and Westmoreland.  Genealogical Publ. Co., Baltimore, MD (online at Ancestry.com):

p. 303

ROSE, James & SANDY, Winney; b. 11 Jul 1798; Mason SANDY (sec.); Mason & Eliz. SANDY (nfi) gave their dons.; (MLB RC)

2.  1800 Census Index/Images (online at Ancestry.com):  the entire 1800 VA census was lost.

3.  1810 Census Index/Images (online at Ancestry.com, Image #21 of 28; extracted by Diana Gale Matthiesen):¤•

1810

VA

Richmond Co.

Roll 70

p. 345/406

Ln. 16

James Rose

10010-10010-01

These data indicate:

No. & Sex	Age Class	Therefore Born	Individuals Inferred
1 male	9 or under	1800-1810	= Son A
1 male	26-44	1765-1784	= James
1 female	9 or under	1800-1810	= Daughter A
1 female	26-44	1765-1784	= Winifred
1 slaves	all ages	by 1810	= ?

Listed two lines below John SANDY, who is one line below Winnie's sister, Nancy SANDY.  I don't know who John SANDY is. 

4.  1820 Census Index/Images (online at Ancestry.com, Image #12 of 15 — list was roughly alphabetized; extracted by Diana Gale Matthiesen):¤

1820

VA

Westmoreland Co.

Roll M33_135

p. 293

Ln. 13

Rose James

000101-10101-0-200

no slaves

These data indicate:

No. & Sex	Age Class	Therefore Born	Individuals Inferred
1 male	19-25*	1794-1801	= Son A
1 male	45 or over	in or bef. 1775	= James
1 female	9 or under	1810-1820	= Daughter B
1 female	16-25	1794-1804	= Daughter A
1 female	45 or over	in or bef. 1775	= Winifred
2	persons engaged in agriculture
*In the 1820 Census, the third column is age class 16-18 and the fourth column is age class 16-25, which means any individual in column three is duplicated in column four.  So, for an accurate representation of the household, the number in column three should be subtracted from the number in column four. If, after the subtraction, any individuals remain in column four, then they have to be age 19-25, thus creating a "new," more precise age class.

Also in Westmoreland County:  Bennett ROSE, Joel S. ROSE, and Margaret ROSE.
 

.  Public Member Trees (online at Ancestry.com).

.  WorldConnect / Ancestry World Trees (online at RootsWeb.com/Ancestry.com). 
A file there includes this note:

Page 56; 2 July 1832 Last Will and Testament of Mason Sandy decd. Contested by James Rose and Winnefred his wife, who was Winnefred Sandy, daughter of said Mason. John Sandy exor. Will accepted for probate.