With two specific varieties of chili powders included in my list, I can't miss including one that you surely have in your pantry: regular chili powder. But I want to emphasize that you must only use it as a substitute for Hungarian paprika when you have no other options.
To incorporate in dishes with paprika, use one teaspoon of gochujaru powder for every teaspoon of sweet or mild paprika. Of course, you may add more if you want more heat.