Explanation

"They exclaimed with disgust that there was a cockroach there."

The original sentence shows an exclamation ("Ooch!") expressing disgust at seeing a cockroach.

In reported speech:

• The interjection "Ooch!" becomes "exclaimed with disgust"
• The present tense "is" changes to past tense "was"
• "Here" changes to "there" (as required in reported speech)
• The conjunction "that" is added