Well, unfortunately, this hobby is very, very obscure here, much more than in the US or in Europe. I managed to find, after a lot of searching, a guy who sells common hissers.
There are cool native cockroaches here, sure. For example, some kind of Blaberus used to be common in the garden of my uncle, but they disappeared after he used pesticides to kill the caterpillars that were destroying his plants. I've seen green banana roaches a few times, too.