Squash won’t cross with watermelon, but squashes in the same branch can cross with each other.
There are 4 main branches of the squash family. Mixta, maxima, moschata, and pepo. The squashes you listed are all pepos (pepoes?), which means they will cross freely.
If you want to save seed, make sure you pay attention to what will cross, and keep them isolated. Another option is to choose squashes from different branches so that they won’t cross.
Re-reading your question, was this all in the same year? Because a cross won’t show until you grow the seed out. If it’s the same-year fruits that are different, then I’d say it was a ripening issue.
Yes, it was same year. I talked to a neighbor who told me that it was probably a ripening issue also.