Aphids and slugs

Come across a lot of aphids on one of my pepper plants today, how should I go about ridding it of them? I have moved it indoors and attempted to kock them all off and kill, but its kind of difficult. I then went and found soe ladybirds and put them on the plant but they just disappeared, would rather not use some kind of product but if I have to I will.

What do Aphids do to the plants exactly? Just eat it very slowly?

Also I noticed in my greenhouse today one of my lettuce plants had completely vanished bar its stem and a tell tale slimy shiny mess was around it, so I assume this was the work of slugs or snails?

Question is what can I do as I cant get to the garden centre til wednesday now for pellets? Where do they like to live at night? Can they live under the soil in my troughs or can I just put them up high on my shelving in the greenhouse?

Thanks.