The zucchini looks like it has powdery mildew. What variety of peppers are those?

Powdery mildew on the zucchini. Peppers sometimes have weird colors as they change. Some of my jalapenos looked purple for a while before they turned green. If you leave them on longer, they turn red. Other peppers go through similar color changes. The leaves on your plant look fine.

Powdery mildew

Most summer squash get powdery mildew when the plants get old and tired. There are a few resistant varieties, but most people pull out plants when they go gray. Agree that the pepper is fine, it's just an unusual variety in the Southwestern tradition. That's how some of them hold their fruit, above the foliage.