There is no species that can completely survive the effects of nuclear bombings.Often people are told that cockroaches and tardigrade (waterbear) do not affect the atomic bomb.
This confusion occurred to the people when after the eruption of Hiroshima and Nagasaki in 1945, cockroaches started to move out of the cracks.
It is true that Cockroach’s ability to tolerate radiation is greater than humans but it is not unlimited. Cockroaches, tardigrade or tin box will burn everything and destroy it where the atomic bomb fell.
Why is cockroach made superman?
Cockroaches live in the gutter much lower in the crevices so can avoid direct heat. Radiation is reduced to 24 hours so that cockroaches bear it easily.
They eat anything, live long without water. Therefore, they stay comfortable.
This was also scientifically denied in the 2012 mythbusters serise where cockroaches were given different doses of radiation. Cockroaches eventually died. The conclusion was that Cockroaches cannot survive a nuclear attack.
Tardigrade can tolerate more radiation than cockroaches. It also stays in the vacuum for a long time. But that too is not immortal.