Is it possible to sex young blaberus nymphs if they are about the size of a pistachio in length? I heard they all look male at that age, and after looking it appears this is true.

They all look like males when they're young.

If you really, REALLY try, you can see a slight difference between the males and females. The last segment on the females will be slightly smaller.

I noticed some have a yellow dot under the last segment, and some dont, could this be something?

Not too sure. I always use the divided plate to sex.