Hi Judy,
I am still learning about zinnias. Besides Powdery Mildew, they have other fungus diseases (Downy Mildew, for example), and other foliage diseases from fungal, bacterial, or viral causes. Besides the foliage diseases, there are a variety of insects that can be a problem. Stalk borers can kill a zinnia plant outright, with no viable cure. I keep a "Bug Zapper" going in the garden to kill moths, because there aren't any "good moths" in the zinnia patch, and the adult of the Stalk Borer is a small moth. Fortunately the diseases and pests of zinnias are not usually a problem in my outdoor zinnias.
Many insect pests are just annoying, and cause minor cosmetic damage. An example of that is the Nine Spotted Cucumber Beetle, which I have been seeing in my zinnias for the last few weeks.
The Nine Spotted Cucumber Beetles seem to prefer eating various parts of the zinnia blooms, like the petals, stigmas, and pollen florets.
I don't spray for them, but if I encounter one while cross pollinating my zinnias, I try to catch it and kill it. They are easier to catch than you might suppose. I don't grow cucumbers or melons around my zinnias, in order to avoid attracting them. However, a few show up anyway. But, as I said, the Nine Spotted Cucumber Beetles are more of a minor annoyance than a serious problem.
I am busy saving seeds from my favorite zinnias, and I will be starting my indoor zinnia project in the next week or two. We still haven't had a killing freeze here, although there has been some radiation cooling frost damage.
ZM