Rhyparobia maderae (Madeiran roach)
I've seen this species identified as both Leucophaea maderae and Rhyparobia maderae. As far as I know, the names are interchangeable, but Leucophaea seems to be the more commonly used genus.

Rhyparobia sp. (gold Madeiran roach)

Shelfordella tartara (Turkestan roach)

Schultesia lampyridiformis (firefly mimic)

Therea petiveriana (Domino roach)