Sheared from plate (as opposed to bar) will be fine.
Both are rolled, but obviously bar gets rolled more aggressively (with more passes, and biaxial rollers) than plate, and 'cold rolled' most aggressively of all.
For fatigue endurance, less aggressive rolling is better in theory
... but a 2205 chainplate, if it is the same dimensions as a suitable chainplate from 3xx SS, will never see loads coming close to the level at which fatigue becomes a possibility (as long as you make sure the holes are not too close to an edge!) so it's a counsel of perfection.
As for post-forming annealing: as long as the bend radii are generous, there should be no need.
There is a problem with most duplex grades of embrittlement (subtle but affecting toughness at service
temps, and/or corrosion
resistance) if the material is kept for long periods at 475C or thereabouts, so whoever does anneal it (if you decide it needs it) needs to know their metallurgy.
For more info, refer
Practical Guidelines for the Fabrication of Duplex Stainless Steels pdf free ebook download