With the rapid growth of quantum technologies, knowing the fundamental characteristics of quantum systems and protocols is essential for their effective implementation. A particular communication setting that has received increased focus is related to quantum key distribution and distributed quantum computation. In this setting, a quantum channel connects a sender to a receiver, and their goal is to distill either a secret key or entanglement, along with the help of arbitrary local operations and classical communication (LOCC). In this work, we establish a general theory of energy-constrained, LOCC-assisted private and quantum capacities of quantum channels, which are the maximum rates at which an LOCC-assisted quantum channel can reliably establish secret key or entanglement, respectively, subject to an energy constraint on the channel input states. We prove that the energy-constrained squashed entanglement of a channel is an upper bound on these capacities. We also explicitly prove that a thermal state maximizes a relaxation of the squashed entanglement of all phase-insensitive, single-mode input bosonic Gaussian channels, generalizing results from prior work. After doing so, we prove that a variation of the method introduced in [Goodenough et al., New J. Phys. 18, 063005 (2016)] leads to improved upper bounds on the energy-constrained secret-key-agreement capacity of a bosonic thermal channel. We then consider a multipartite setting and prove that two known multipartite generalizations of the squashed entanglement are in fact equal. We finally show that the energy-constrained, multipartite squashed entanglement plays a role in bounding the energy-constrained LOCC-assisted private and quantum capacity regions of quantum broadcast channels.