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Your backyard shed is an inviting spot for many mammals and insects, because of it's secluded location and accompanying stillness.
The best defense is prevention when dealing with mammals, and an early offense with insects.
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Word of warning: Getting rid of these mammals is not enough!
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I have cemented former openings and filled up the external entrances with dirt, and they still can sense a potential nesting ground (like depth perception). Their instincts is to keep digging until they find a route, or until the installed concrete barrier convinces them otherwise.
Existing Mammals:
I have shoved sponge balls and rags (soaked in bleach), underneath the shed from alternate openings, until the skunk and opossum eventually left.
If this is not an option, you may try creating side barriers (planks), that funnel towards a narrow open exit / entrance. Have a bag of rocks elevated / leaning against the shed and covering both plank ends. A string at the top of the bag will eventually be used as the obstruction, for the mammal's exit.
When you feel that the mammal is comfortable with the setup, tie the bag of rocks (include bleached rags inside to discourage re-entry), at the top and string it along to the plank's exit.
Test it manually so that the bag falls forward, it covers the entrance when it falls. This setup is just to block the entrance until you seal it up the next day; which can include concrete, stones, dirt, and sponge balls soaked in bleach, as entrance fillers.
Finally, place larger landscaping stones around the brick base for a blended appearance, and as an additional deterrence.
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"Wasps and bees will nest anywhere in your shed, top to bottom"
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Ideally, the best time to kill the wasp and bee nests is in the late evening. I use boiling water for bottom nests, and soaked bleach rags for top nests.
For top nests, I wrap and tape rags around a broom handle, and then soak the rags in bleach . Try to cover the nest with a ball of rags of the same size (taped together), killing escaping wasps / bees so that you don't get stung.
The bleach will kill them instantly, or at the very least discourage them from coming back any time soon.
For any major infestations, a professional will very likely be needed.
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"Dogs are using your trees and shrubs as a local rest stop"
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Tossing your coffee grounds around the yard, probably won't affect visiting wild animals in the area. Where it might help is with your neighborhood dogs, and their daily piss breaks; especially if you happen to have a large tree in your front yard, like I do.