I had Blatta lateralis do that once when I introduced them to a different mini-colony as way of... spreading hormones? Very strange. They seemed to fill themselves up with air (as much as possible) so that the whiteish structure along their sides was very visible and then they would seem to waft something out of their bottoms by compressing them, and the back (gonopore?) was open and white just like that. They were all females. I have also seen some that seem more open then others, and I just suspected they had either just dropped an ootheca or were about to develop one, though that is up for contention.
