Ewww...these posts are enough to scare me away from buying fabrics in certain places. Not! But, I will be very careful. We are not apt to purchase used fabric, but this can happen anywhere I suppose.
I sent a queen-sized double wedding ring to an Oklahome long arm quilter once. It came back with a large bug quilted right in between the top and the batting. I had a terrible time getting that out and repairing the stitches. They did not make any adjustment and I never sent them another quilt to do. Yuck.
Roach proof is mostly boric acid and I have used that a lot in Mississippi, Georgia and even Tennessee. It does work and is not that expensive. Good luck in removing your problem!