Checking the terminology accepted for this key:
The Collateral gland is the female-specific accessory gland that secretes the ootheca cement, so by definition it cannot occur in a male.
The Phallic, Utricular and Conglobate glands, as listed in this question, do not correspond to the structures recognised in the standard male reproductive terminology used for this exam, the male accessory reproductive apparatus is instead described separately as the mushroom-shaped gland complex, so none of these four named glands is accepted as present in the male cockroach under this classification.
Since none of (A), (B), (C) or (D) is found in the male, the complete set (A), (B), (C) and (D) is the answer accepted by the official key.