In Australia they are not called bell peppers, they are called capsicum (red capsicum, green capsicum and less commonly yellow capsicum are sold - but often just referred to as capsicum) "Chili peppers" are just called chillies/chilies. The word Pepper is only used in the singular - referring to merica.
I think capsicum is the genus or family or some other phylogenetic term. Basically all peppers, paprika, chillis, jalapeños and other pepper-like plant would be capsicum. The hot stuff in peppers is called capsaicin because if this. I was surprised to see the term in menus in New Zealand. I was thinking to myself 'these people really like botany and Latin' :)) Just a related fun fact :)