what do you call a female cockroach?

I call her "henroach". Alternatively, you can call it "your cockroachness". Depends on the status she holds in the family.

You know large and useful animals people care about them and give their males & female different names, but in animals of limited use people dont care giving tow names ,so the locust is a locust for both sexes and so the cockroach, the ant the butterfly.