"What chu talkin bout Kara?
I'm not a Cockroach!"
We're thinking that your bug (the middle one) is likely either a Striped Blister Beetle (as shown above on the right) or perhaps one of the types of Soldier Beetles (but no, your friends are right - it's not a cockroach). If you'd like to know for sure, or you'd like us to come out to do a treatment that will take care of them, just let us know and we'll come out to take a closer look. Thanks for asking :)