Maybe it will help if you know my setup (not bragging or being flippant, but I have a very successful colony that is borderline overrunning me).
I use a Sterillite bin that cost me about $15 and has the locking clamps on the sides (I bought it for the size, not the clamps). I cut a square shape out of the top off and duct taped some screen over the hole to allow ventilation. I have 6 egg flats in there (the typical paper ones everyone uses), a styrofoam (I think) egg carton that fits 6 eggs for the water crystals, and a butter tub top for additional dry food if needed. I also have a half-filled water bottle with holes pricked in the cap and top for humidity.
For heat I use a strip of flex watt tape I bought at a reptile convention for $20 (was worth it instead of soldering one together myself). I keep it on the left side of the tub instead of the bottom to allow for a cool side so they have gradient temperatures and a place to cool off where the food and water crystals are.
Speaking of food, their diet consists of veggie scraps, cheap wheat bread, and dog food. I also throw in the occasional dog treats, stale cookies or coconut flakes or breakfast bars or whatever, and other food I have that is close to turning. The only exceptions are nuts and veggies that may hurt my dragon.
I have a separate bin (the old one I used to keep the colony in) to house adult males that I gut load for my reptiles. That's it. No cricket or gecko food, nothing fancy. I live in Texas, so there is no need for me to keep my feeder bin heated.
I guess ask yourself what you are doing differently. You shouldn't have to spoil your roaches, as they are very resilient. Maybe try some or all of these things to see if you get different results? I am also interested in hearing what other roach owners feel.