I'm late the the conversation... did you ever find the cause of your bell pepper leaf issue? My first thought was the hornworm. But if it was the hornworm, you'd certainly know by now.
The leaf cutter bees do a number on my roses each year. They don't take the whole leaf but rather cut a semi-circle out of each leaf. It's only seasonal and it doesn't harm the Rose.
The only beetles I find around here (zone 9a, 3500' elevation) are large and remind me more of a cockroach than a garden beetle. Never in my garden bed, though. The chickens loved to eat them as they huddled under their water basin in the coop.
And, like Linda mentioned, those pack rats and ground squirrels are a real threat to just about everything.
I had tomatoes, sweet and hot peppers in my garden my first year and the hornworm completely decimated all of them. I don't plant any nightshade in the main bed anymore.
It's trial and error for the first few years, so keep going!! You're doing great!