The thing sticking out is called an ootheca or an egg case. Dubia roaches lay their eggs and then retain the ootheca until the babies hatch from it. Then the babies crawl out of the mother and start their little roach lives. If the roaches are stressed (overcrowded, under or over heated, not enough food or water, etc.) they often drop the egg case and it does not hatch. I had this happening a lot when I was using a heat lamp but once I switched to an UTH the issues stopped.
Interesting. I am currently not using any heating. My colony stays consistently at 75°f. I do see little white babies that I know for sure hatched. That should mean that the temps are OK for breeding right?
They're definitely dubia? I've never seen little white babies in my colony, they should turn brown within an hour or so of hatching even if they do hatch white (which I'm not sure of...) Dubia only breed over 85 and prefer temps closer to 90 so I would be surprised if they really are breeding at 75. More than likely that female will drop the egg case and it will not hatch. Other species of roaches do not retain their egg case and instead lay them and they hatch where they are dropped (like american and german house roaches). If your roach is one of the species that lays their eggs and doesn't need high temps than everything may be A-OK.