There is not much information available on captive care of Crested Dragons as they are not commonly kept. They are specialist animal that should only be recommended for advanced keepers who have prior experience with the smaller species of dragons. They are nothing like a Bearded Dragon in terms of captive requirements (or behaviour) and for the store to tell you otherwise leads me to question their ethics. The store clearly has no clue about this lizard and this makes one wonder where it came from. Surely someone with sufficient expertise to breed this species is not going to off-load progeny to a store without ensuring they know how to look after them. To be quite blunt, it sounds like it has been wild-caught to me.
Woodies are normally a staple item in the captive diet of this species. As a captive bred animal it should have been raised on them. Yet your lizard clearly does not like cockroaches. One has to ask why? The only logical conclusion I can come to is that it attempted to eat cockroaches in the past and found them very distasteful. This does not happen with woodies, or even common household cockies. However, the native species of cockroach, found in at least part of the Crested Dragon’s range, gives off a disgusting smell when grasped or crushed. This, no doubt, serves to put off potential predators. And if it tastes anything like it smells – YUK!!! Seems likely to me that your lizard has tried one in the past and is not keen to repeat the experience. Further indication that it was wild-caught. Bear in mind this is only my opinion.
Retraining it to accept woodies would be good if you could. I’d have to think about how that might be done. Irrespective, I can tell you that these are not a can-be-handled lizard and do require a lot more space than their size would indicate. They are very active and extremely fast moving and that in itself presents challenges. If these are not the characteristics you are looking for, or it’s too challenging for you at this stage, then consider returning the lizard on the basis of being misinform at the time of purchase. You always have the Commissioner for Consumer Affairs as a bit of extra leverage if they want to be difficult.
Alternatively you may wish keep the animal and take on the challenge of meeting its requirements, knowing full well it’s going to be a ‘look don’t touch’ arrangement. Unfortunately all my captive care books (and field guides) have been packed away for the last 18 months plus, so I cannot even advise you on a potential text to read. If no-one else with direct keeping experience replies in the meantime, I am happy to share with you what little I do know about keeping them. Just let know please.