With two specific varieties of chili powders included in my list, I can't miss including one that you surely have in your pantry: regular chili powder. But I want to emphasize that you must only use it as a substitute for Hungarian paprika when you have no other options.

Smoked paprika is paprika that's made from peppers that have been dried and smoked before grinding, and it has a distinctive smoked, charred aroma and flavor. 

For dishes needing that punch of heat from red pepper flakes:

I use cornflour as a thickening agent in my sauce. The mixture may look watery at first, but after the cornflour slurry (equal parts cornflour and water) is added, it develops a thicker consistency. However, you can also use potato starch or tapioca starch if that’s what you have on hand.

The ratio that works best for my recipes is for every teaspoon of paprika, I use one-fourth or one-third teaspoon of cayenne chili powder, depending on how spicy or hot I want the dish to be.

Think of capsaicin as a powerful defence mechanism plants have developed to survive. The key about capsaicin is that it does not affect all species of animals or fungi. This is a brilliant evolutionary development that makes the existence of capsaicin twice as beneficial to the plant.