@Jackie1001
I have no suggestions for this, however, perhaps a suggestion for future potential issues.
We all know that palmetto bugs are part of local wildlife but guests may not do their homework on this topic. It might serve to list anything potentially frightening in your listing. Tropical spiders might be included as well as lizards, mosquitoes, beetles, moths, bats, butterflies, caterpillars, snakes, frogs and ants. As a frequent traveler to tropical locations, I expect to find all sorts of visitors, especially the nocturnal sort.
Some people expect a sterile environment, even in the tropics - they are much better suited to a hotel.
In our wilderness eco-lodge listing we mention all these neighbors, and more, and that we cannot issue refunds if someone if fortunate enough to see wildlife. The squirrel that gallops across the roof regularly as a shortcut between trees is not evidence of vermin in the attic; nor is the raven who uses the roof as a platform for announcements. Acorns falling on the metal barn roof in autumn are not gunshots, though one visitor was convinced of that, as in her country, she said, anyone could hunt on any property with impunity.
Our guests are diverse, and all of our locations are unique. The best we can do is inform our guests of what they might encounter, so that they are not startled if wildlife visitors show up.
Do please follow up with what you decide on this issue that you are working on. From past posts here, you are not the only host with guests startled by such visitors, and I would guess there will be many more in the future.
Best wishes to you and great guests!