Two weeks later, as I was tending to zinnias adjacent to the cleome bed, the same bugs were found on the zinnias. The cooperative extension was called, but was not much help over the phone. I went to the Bug Guide online to visually identify them as friend or foe. Nothing matched. I registered, posted my photo of the rascals, and someone responded. It turns out that they were on the bug site, but I was looking in the wrong place.
These are harlequin bugs, in the family of stink bugs, found in the southern US as far north as Pennsylvania and Colorado. They can be nasty critters that suck juices out of the plants. When I learned of this, I went out to the zinnias to commit bugicide, but found they had all flown the coop. I guess they got wind that I was onto them, and decided to feast elsewhere, for fear of the gardener's wrath.
The bug info page says they overwinter, so I will be watching for them in March. They can be picked off by hand, but with hundreds, there are faster ways of population control. Fortunately, I did not find any eggs.
For The Record:
Found on zinnia and cleome
Blooming:canna, zinnia, nasturtium, castor, aster, pink cosmos
Harvested: 1 pepper