Expert horticultural opinion regarding the efficacy of diatomaceous earth for insect control is mixed.

For instance, University of Georgia Extension Entomologist Paul Guillebeau, and Home IPM/Sustainable Agriculture Extension Specialist Elizabeth Little say "Diatomaceous earth is not recommended. It loses most of its effectiveness in damp/humid conditions, and it is difficult to avoid inhaling the dust."
http://www.caes.uga.edu/content/dam/caes-website/departments/entomology/documents/ga-pest-management...

Whitney Cranshaw of Colorado State University says, "Diatomaceous earth/pyrethrins applications around the base of the plant can be an effective method to control squash bug and is a treatment allowed in Certified Organic vegetable production." However, please note, in this case the diatomaceous earth is combined with pyrethrins.

According to University of Minnesota Entomologist Jeff Hahn,  

"Diatomaceous earth (tiny fossilized skeletons of ancient aquatic diatoms) is moderately effective as a slug barrier. When slugs come in contact with diatomaceous earth, it is abrasive to their skin. Diatomaceous earth is most effective when used in dry conditions and has little effect when it absorbs moisture."

The University of Minnesota  and others have published bulletins that explain how to control the pests you have mentioned. These are in addition to the Colorado State University bulletin about squash bugs previously noted.

Japanese beetles

http://blog-yard-garden-news.extension.umn.edu/2017/07/dealing-with-japanese-beetles.html

Potato beetles

https://www.extension.umn.edu/garden/insects/find/colorado-potato-beetles/

Mexican bean beetle

http://extension.umd.edu/hgic/mexican-bean-beetle-vegetables

Squash vine borers
http://www.extension.umn.edu/garden/insects/find/squash-vine-borers/docs/M1209.pdf

Late planting in early July is recommended to avoid vine borer damage to zucchini and other summer squash.  Winter squash generally require a longer growing season so late planting may not be an option in that case.