Whether or not they are carrying an egg has nothing to do with what they are called. All roaches are called cockroaches.
Definitions of roach on the Web:
- a roll of hair brushed back from the forehead
- the butt of a marijuana cigarette
- R-2: street names for flunitrazepan
- comb (hair) into a roach
- cockroach: any of numerous chiefly nocturnal insects; some are domestic pests
- cut the mane off (a horse)
- European freshwater food fish having a greenish back
Wordnetweb.princeton.edu/perl/webwn