Are you sure you want to rescue these plants? I personally would think about giving up...
No seriously, you have a whole lot going on here.
In the first picture, there are hundreds of aphids.
There might also be a specimen of scale hiding amidst the aphids, but I'm not sure.
The holes in the leaves are made by the caterpillars that can be seen in the last photo, not any other insect. You can simply pick them off.
But we should take a loser look at the white wooly things now, because that's what you are asking about.
The knee-jerk reaction of most gardeners is "Mealybugs!" , but I think you are actually blessed with mealybug destroyer (Cryptolaemus montrouzieri) larvae - they are a lot larger than common mealybugs and with their waxy "shaggy mane", they mimic mealybugs (their favourite food) to trick the ants that often "farm" mealybugs for their sweet excrement and defend their "livestock". In short, these ladybug relatives have found your aphid infestation and are feasting on them - so if you have been killing them, you did yourself a disservice. Lesson here: Only kill when you have a positive id!
Source
But a general word of advice:
If a plant is suffering as much as yours, it's a sign that the environmental conditions are unfavourable. A healthy plant will somewhat defend itself against insects, typically it's the weakened specimens that attract bugs en masse (of course, there are also years where bugs are more frequent than others). So if I were you, I would
- pick off the caterpillars
- check water, soil, light... and make sure the plants are getting the optimal conditions
- and only then think about dealing with the aphids - but watch closely, the mealybug destroyers might have already finished off most of them.