My ds has been doing this since he got stung by a bee 2 months ago. It started out with him being as scared as you are describing your son to be. However every time he would freak out I would tell him it was "just a little bug." I would tell him that somehow it got into our house and it must be awfully scared and want to go back to his home. So I would scoop it up and take it outside. Or if it was dead I would blow on it and say, "see, it's dead, it's not moving, it's ok" and I would pick it up and throw it away.
He's gotten much better in the last few weeks. He now actually stops to see if it really is a bug (we had issues with dryer lint too!) and he blows on it lol. He's not nearly as scared...now he's just more cautious. More than anything he probably saw you freaking out with the roaches and took the same attitude but amplified it. So now you need to be as calm as possible when dealing with bugs and he will begin to adopt that attitude as well.
He's gotten much better in the last few weeks. He now actually stops to see if it really is a bug (we had issues with dryer lint too!) and he blows on it lol. He's not nearly as scared...now he's just more cautious. More than anything he probably saw you freaking out with the roaches and took the same attitude but amplified it. So now you need to be as calm as possible when dealing with bugs and he will begin to adopt that attitude as well.
