Cockroach milk is sourced from the Pacific Beetle cockroach, a type of roach that gives birth to live offspring and produces 'milk', which it feeds its embryos through a 'brood sac' (essentially a cockroach womb). There is, in fact, no actual 'milking' involved: scientists need to carve out the cockroach’s gut in order to access the milk, which is in the form of crystals.
Popped open the article to find out, and the answer is neither. The 'milk' is crystals collected by cutting open a particular kind of roach and extracting them from its brood sack.
There's a phrase I didn't know I'd be using today.
I wonder what kind of research goes in a lab where someone goes "what if we cut the grub from the pregnant cockroach and test to see it's nutrition content?"
I'm kindof a nimby when it comes do giant cockroach farms in my area, please don't scale this up. Don't make "oops 2 billion milkroaches have escaped" a thing.