No it isn't. Cockroach is derived from the Spanish "cucaracha" which comes from "cuca" which means "butterfly caterpillar" and is apparently onomatopoeic in origin.
Also the idea of them crawling into your urethra is a myth like earwigs and ears.
I don't speak Spanish I only know American and I know we call them cockroaches.
idk how narrow Spanish urethras are, but it's a real problem over here in the USA. I've had to put tape on the tip of my penis when I go to sleep since I can remember just to keep the little cocksuckers out of my penis.