Our homestead is inundated each fall by Asian beetles.

https://www.getridofthings.com/pests/beetles/get-rid-of-asian-lady-beetles/

I had this problem and it was really bad! You must find each and every crack and crevice that they gaining access through and seal it up. This includes around plumbing and outlets. They apparently leave a scent for others to follow, so cleaning the area with vinegar or bleach will help a bit. Until I replaced my windows, I had them crawling all over my second story ceilings. I use to use a shop vac to clean them up, but was foolish enough to dump them outside, the survivors would just follow the scent back in. I am so happy that is behind me. So creepy.

If you have attic space, spray with NEEM oil mixed with water. Also, spray under the house and around the foundation.

We live on 400 rural acres and every time I turned on the lights in the house the beetles swarmed in! We too used a vacuum to get them off the walls/ceiling. As much as I don't like chemicals we finally relented and my husband sprayed the entire exterior and around the window frames inside-and-out. No more beetles.

The best thing you can do is seal around your windows. We have an old house, with old, original windows. We got them so bad we would have piles in the corners by the ceiling. We started replacing windows and now we will get a few, mostly that come in when we do, but nothing like the infestation we would get when the farmers started bring in the bean fields.

PUT UP MUSLIN TYPE WINDOW SHADES OVER WINDOWS AND DOORS

Caulk! And you can also use that expanding foam product - just be careful. Hot Shot also makes a flying insect killer that lasts up to 4 weeks on surfaces. The insect crawls over it and when they clean themselves, ingest the poison. It actually works. I've used it around my front door for several seasons.