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It still may be an aphid. Sometimes, they can be tricky to get rid of. I personally like using neem oil for aphids. It is organic and food safe and bee safe, plus the plant absorbs the neem and essentially the whole plant become poisonous to pests that suck or bite plants.

Many other organic aphid controls only work if they come in contact with the pests. While they may kill most pests on the plant, if a few hide in hard to spray places, they can repopulate the pest population on the plant. With neem oil, there is no where for the pests to hide as long as they try to feed on the plant.

It sounds like a pollination issue. These articles will help:
https://www.gardeningknowhow.com/edible/fruits/melons/hand-pollinating-melons.htm (cucumbers pollinate the same as melons)
https://www.gardeningknowhow.com/garden-how-to/beneficial/insect-pollination-process.htm
https://www.gardeningknowhow.com/garden-how-to/beneficial/creating-a-pollinator-garden.htm

Yes, they are ok to eat. They may be a little bitter due to the poor health of the vine, but they are perfectly ok to eat.

A yellow cucumber can be the result of a virus, too much water, or a nutrient imbalance. In some instances, yellow cucumbers are derived from planting a yellow-fleshed cultivar, such as the lemon cucumber, which is a small, lemon-shaped, pale yellow variety.

Yes, the plant would need pollinators to produce fruit. Here is an article on pollination to help you learn more: https://www.gardeningknowhow.com/garden-how-to/beneficial/insect-pollination-process.htm

This article should help: https://www.gardeningknowhow.com/edible/vegetables/cucumber/what-causes-bitter-cucumber.htm