Squash are very prone to a fungal disease called powdery mildew, which looks greyish white and sort of powdery like this:
https://www.furneysnursery.com/wp-conten ... mildew.jpg
In that case you should remove the affected leaves and treat the rest with some kind of anti-fungal like milk solution, baking powder solution or hydrogen peroxide.
But the powdery mildew isn't an actual powder, it is more in the leaves than on them (although it can be wiped off).
OP's pictures (especially the middle one) look more like lumps, which is why I wasn't thinking powdery mildew, although it could perhaps be powdery mildew AND aphids or something.