All over. I periodically check inside my "hotel" and the cool side. I leave my stat laying on the floor by the food and water crystals, which are directly under the light.(which is where quite a few of them hang out). From what I have read, I would not go hotter than 95(under the bulb @ floor) If they get too hot, they just move to the cooler side.
I see why roaches are becoming so popular. They are extremely easy to care for, and seem to proliferate. I have heard people forgetting to feed or water them for many days, and they survived. As a matter of fact, about three weeks after my roaches arrived, some of my criks hatched. So I grabbed some spare egg crate pieces from one of my boxes, for my crickets. Put it on the floor in front of my cricket bin. When I picked it up, there was a dubia crawling across the floor! At the time, my roaches were in a different room on the other end of the house. That little bugger had been in a spare tote for three weeks or more, with no food or water. Tough little sucker