Spider mites. I just tested it again though and it turns out they are safe to use together as long as it's inside. You won't burn the leaves off or anything.
Best I've seen is a Bishop's Crown. Thing was covered in pods and a really fast grower. I took two seeds from it and both of the offspring are doing really well too.
I know that sulfur with oils is a bad idea because it will cook leaves, but I'm trying to remember whether or not Azamax triggers the same problem since it isn't real neem oil anymore. I think I've used them together without issue, but I'm not 100% sure.
I have mine indoors under lights in a warm room. HOWEVER, the first one I had was in something that made it finicky. It started dying, and only kept a small handful of leaves near the ends of the branches. I transplanted it into slightly larger pot with no success. So I cut the branches off and...
Overwatering often presents itself as looking very similar to needing food. I made that mistake a lot and wondered why they weren't greening up until I cut back on the water.
You can take them off as soon as they're red but peppers last on the plant for a shockingly long time so don't feel rushed unless you're going to use it immediately. I usually wait until use.
Most of them are the same species so it won't matter too much. Just shake the plants once in a while or use a fan. They don't like to fruit in the winter no matter how well pollinated they are though.