Exact same thing is happening w/ my Thai red pepper plant. After reading the thread I see that my room is a little on the cold side, winter had just started a couple of weeks ago, and I'm sure my soil isn't the best, plus I might be occasionally over watering a tad (?). This is the first time I've tried to grow peppers.I have an Orange Hab and a Jalapeno that are flowering.
With the Hab sometimes the flowers turn to little pods then fall off
other times the flowers just fall off.
The Jalapeno always seems to make the little pod, but then they fall off.
Here is a pic of one that fell off the Jalapeno