I have harvested a small amount of mesquite from the local "shrubs". The bug holes were concerning, but my answer to those has always been a spray can of carburetor cleaner with the little red extension straw. A friendly blast in each hole shuts the buggers up!
The yellow dust means you have your own army of bug-elves helping you with the woodworking. No wonder you are so productive! ðŸ¤