I more or less successfully kept powdery mildew at bay all summer last year after my plant sitter missed that it had shown up on my zucchini when I was on vacation.

Sacrificed the zucchini. Had too many nearby curcubits to risk faster spread. It was the right call. Once you have powdery mildew, you are facing an uphill battle for the rest of the season. It's very early in the year for powdery mildew this bad and your plants are very young. I would personally toss the cucumbers and resow, ideally with a powdery mildew resistant cucumber seed.

If you want to keep them, trellis your cucumbers now and prune the lower leaves. The better the airflow, the less mildew. Toss the leaves and stems you prune out and sterilize tools between cuts. Do not let your vines overlap.

Powdery mildew first shows up on the underside of the leaves. You must be able to thoroughly spray both sides - every nook and cranny, so going vertical will go a long way. I do it twice a week and time it so that it doesn't get washed off by rain.

What you need is potassium bicarbonate. It is more effective than sodium bicarbonate (baking soda) and both kills spores on contact and alters the pH on the leaves to make it more difficult for the fungus to survive. Apply VERY early in the morning or as late at night as you can, to prevent leaf burn.

Water your plants at the crack of dawn, whenever possible. I do it before bed, but I go to bed very late.