Is it dangerous to spray bug killer down the drain? I have tried bleach but has not worked

Yes you can. But all drains should have traps that are filled with water. This would prevent bugs from coming up sewer lines.

Quite often the problem is the roaches are coming in along the outside of the pipes, so treating the drain doesn't do much. The poison is inside the pipe while the bugs are outside.

Sealing the gaps where the pipes enter the home will help control all the different kinds of invasive species: roaches, ants, even mice. The polyurethane foam sealants provide tight seals that are flexible enough that temperature changes seldom break the seal.

If you have a crawlspace under your home, look into drying it out. The dryer the environment is, the less bugs like it.