You can feed roaches as long as they are smaller than distance between frog's eyes. Only problem with Dubias is that they will quickly burrow if not feed from tongs. A diet of Dubias and night crawlers is fine.

Lija's idea of having the animals shipped to the local hub is very good. Most frog dealers actually prefer that, since the animals will be at a controlled weather building until you sign for them. FEDEX is usually better than UPS when it comes to shipping live animals. If you have the means to pick up the package (arrives usually early AM) at the hub myself would go for it .