If you're leaving them out, you might be getting fruit flies or gnats on the counter. I typically put mine in the fridge on the top rack until I have enough to ferment. I don't freeze them as you'll wind up with pepper mush if you try to ferment them.
I might suggest going a little more traditional route for your next try if you feel lucky. Simply weigh down the peppers in a jar and then just tie a doubled towel TIGHTLY around the jar your fermenting them in. That is the way I saw it done for years in large crocks and did myself a year or so ago when making kraut. Or, another way that I'm almost positive nothing will get in is to put a clean t-shirt or rag on top of a canning jar and put a rubber band around that at the neck (where it dips in) holding the t-shirt down. Then put a canning ring on and tighten it a bit but not so much that you bind it up and leave a hole or cut the shirt. If something gets in, it will have to go through the shirt itself so double up the shirt on top of the canning ring and put another rubber band around it at the neck. While this is not fool proof, it should be pretty bug proof. I do something similar when I make chutney but I use doubled plastic wrap but, of course, chutney only stays out for a few days, not weeks.
As for drying, you probably won't believe this but I air dry them by simply slitting them down the middle length-wise (they are still whole but have a slit down them) and then leaving them on the counter spread out to get plenty of air. I then turn them every day or so. It takes a few weeks for them to be dry but it works well. If I am in a hurry, I have a dehydrate setting on my toaster oven that cycles the temp up to about 120 and uses the convection fan. You're right, though, the flavor isn't the same.
I actually tested it out using Thai peppers to see if they would rot or mold or something but the acidity is high enough and the skin is thin enough where the water will evaporate out without anything bad happening. I've done this method with Thai peppers, Jalapeno, Cayenne, Sorrano, and even some large banana peppers. They do get leathery for a while but just keep turning them and they will eventually dry on out.
Good luck.