The correct answer is option (D) as

A. Collateral gland Present in female cockroaches

It is a pair of gland that secrete the hard egg case or ootheca

B. Mushroom gland Absent in female cockroaches

Present in males in the $6^{\text {th }}$ to $7^{\text {th }}$ abdominal segments

C. Spermatheca Present in female cockroaches in the $6^{\text {th }}$ abdominal segment

D. Anal style Absent in female cockroaches

Present in males and project backwardly from $9^{\text {th }}$ sternum

E. Phallic gland Absent in female cockroaches

Present in males as a large club shaped gland located below the ejaculatory duct and reaches anteriorly up to the $5^{\text {th }}$ abdominal segment.

Thus, only structures represented by 'A' and 'C' are present in female cockroaches.

Whereas, structures indicated by 'B', 'D' and 'E' are present in males. Options (A) and (B) are incorrect as these structures are present in males.

Option (C) is incorrect as it represents only a single structure which is present in female cockroaches.