insecticidal soap will work on soft bodied insects - as well as scale
not sure what your black bugs are
for the powdery mildew - try Neem Oil
for that caterpillar ....birds will sometimes pluck them off before we get the chance to do anything about them ...
some may actually turn into beautiful butterflies ...identify before treating for them
use a pair of tweezers or needle nose pliers to pick them off and squash em .... or if there are many, spray with a solution of Bacillus thuringiensis (Bt) (natural control)
so, insecticidal soap is not a "spray and done" for season ...neither are any other insect controls ...be vigilant and keep in mind most insects have many stages in their life cycle - each stage may or may not respond to controls ....so, maybe gone today - many comeback within a month - as stages mature
lady bugs will eat aphids ....but lady bug larvae will make a feast of them and destroy entire colonies