Occasionally hose off with a power spray, but not strong enough to blast off leaves!

I've seen aphids on my jalapeno plants, they seem to love new buds and open flowers the best... Check there.

Aphids seem to have preferences (my sugar snap peas and cilantro were decimated early) but I think they will still migrate to your peppers after a while. I had a oil/soap/water spray that killed leaves too, I think it was because it was too strong.. I diluted it by half and its not so hard on the plants anymore. You could also try rinsing with water after an hour or two, but maybe you should just go with the water to start!

Often the Aphids that like an Apple tree, for example, will not like a pepper plant even if it is a sweet pepper. They do sometimes appear to be plant specific.
A very good method of control is a sharp water spray, like you would get from a spray bottle. Many people that use the garden hose open the nozzle too far and rip and shred the leaves the Aphids are on doing far more damage then the Aphids would.

I attempted again with a solution by putting only a drop of soap in the water bottle and i substituted the oil with h2o2. I sprayed it on my other apple tree that just this week had aphids. After several days of sprays the aphids turned from green to brown but the leaves are fine, are the aphids dying or do they normally change colour?

You might be right they don't like Jalapeno pepper. I am using a spray made out of Jalapeno pepper. They hate the smell or the taste and leave the plants alone. Also I use electric stinger. I use a couple of half acre capacity. They love the bright light and a lot of them are killed, some still alive and they gather under and around the stinger. I pick them with the shop-vac every day. I must collected over 1000. With all this my trees still suffered some damage.

The color change from green to brown means death.