The chilli plant is a self-fertilizing plant, as in it pollinates itself (from flower to hot pepper) and for this reason, it is possible that the plants pollinate each other giving birth to a species of chilli that we have not planted and grown, which can be disappointing after all the time we have invested. This happens when there are different varieties of neighboring plants and there are pollinating insects that fly from one seed to another carrying pollen.
This can happen only with the plant in bloom and if there are too many insects it is necessary to take this risk into account, try to move the different plants as far away from each other as possible and cross your fingers ... You can "wrap" the flowers or branches until the chilli forms, isolating them, but it is difficult to do so I advise you not to put different plants too close together and leave everything to nature.
Below is a table with the probabilities of crossing different plants:
If you want to try to hybridize two plants, the process is simple: Wait until they come into bloom and take some pollen with a cotton bud (just smudge the cotton bud) and then touch the flowers of the other plant to artificially pollinate it.
No risks. The worst case scenario is that the plant won't pollinate. Check the table to increase the odds if you want to cross two species.