Follow up, the cochroaches weren't a big deal. As some posters said, you can't expect not to have them from time to time. The main issue was the chemicals used without notice and no note. We changed rooms, and it was a hassle, but I wasn't seeking compensation then. It was after the termite infestation (several hundred) that occurred in the closet and were in our clothes and shoes. The termites had dropped their wings, and these littered the floor. We had been gone most of the previous 3 days, so it could havebeen an issue when we changed roomx the first time at 10pm.
I didnt seek compensation, but was offered it by the night manager. It was more upseting to have the bugs in my clothes, and the potential to bring them home as well. Changing rooms again when you have limited time left on the island and leaving in 36 hours is a pain, but I will give everyone credit at the hotel for their response. The manner in which they have responded has helped me consider to return, and it also tells me that what I have experienced is not typical. This wasn't a cute little lizzard running around. I would have taken photos of my new 'pet'.
Thanks to those who commented on the compensation offered. I have stayed over 500 nights with Marriot, and had never received or needed compensation, so I wanted to see if they were being generous, or just trying to pacify me. Now, instead of only being upset at my experience, I am suprised at their generosity.