I'm going to warn against the sticky traps. Once you've come across a few butterflies, bird feathers, and worst of all, a struggling anole, you'll never use them again. The University of California recommends the removal of infested foliage and the use of fairly strong sprays of water to the underside of infested leaves. The former method was reported to be more successful than chemical treatments. It's worth noting that there are many predators and parasites of these whiteflies....all the more reason to avoid using those sticky traps (which will catch ladybugs, parasitic wasps, and other beneficials).

It could be almost anything, Mia, but that's not what you're wanting to hear, is it? Do you have slugs or snails that might be eating your plants at night? If so, you'll likely find them when you go out after dark with a flashlight. If the weather were cool, or it were April or early May and if the holes were small, it could be flea beetles but at our house (don't know if this is true in your part of the state), flea beetles are only an issue during cool weather. It might be blister beetles. Some years they eat pepper foliage. There are striped ones and solid colored ones. I most often see the solid black ones, but a couple of years ago had the striped ones. Earlier this week, Robert (BusyOne) mentioned that blister beetles had shown up in large numbers at his place in eastern OK and were stripping his pepper plants so, naturally, when I saw this question, I thought of the blister beetles. If your pepper plants were here in my garden, it would be the dastardly grasshoppers who are eating pepper foliage. The hoppers are smart enough that they usually are not in the garden actively feeding when I go out there, but the signs of their damage are abundant this year. Some caterpillars eat pepper foliage. Normally, if it is caterpillars, they leave behind some frass. One of the caterpillars that likes to eat pepper foliage is the tomato or tobacco hornworm, and they can be very hard to spot because of their green color. This is, for much of the state, an exceptionally hot and exceptionally dry year and native vegetation that pests often eat "first" before they eventually come to our gardens is of very poor quality in some areas and even non-existent in others. (Some counties have a relative greenness rate as low as 1% so if you're a pest in those areas, where are you going to go? To the irrigted gardens and yards of course.) Because of the heat and drought, I expect we all will have immense numbers of pests coming to our garden this year. In years when that happens, I often have pests on plants that I never see otherwise. I'm going to go find and link the OSU fact sheet on Pepper Production in Oklahoma. It likely will list some pepper pests I haven't even thought of yet. Dawn Here is a link that might be useful: Pepper Production

Keep an eye out for bees, hornets or wasps going in. It appears as though the mud around the hole was carefully placed there and not as a result of something emerging. Just my two cents.

I can see what appear to be aphids, which can be treated with cold pressed neem oil and/or pyrethrin. Aphids will leave behind a sticky residue rather than a white powder so you may have another issue, or what look like aphids to me may not be aphids. Can you post more pics?