Step 1: Understand the question.
We must find the pair that is matched wrongly. Three pairs are correct, and one is not.
Step 2: Check colleterial glands.
In the female cockroach, the colleterial glands make the material that forms the egg case called the ootheca. So this pair is correct.
Step 3: Check seminal vesicles.
In the male, the seminal vesicles store the sperm before they are passed out. So this pair is correct.
Step 4: Check phallic gland.
The mushroom-shaped gland is the special utricular gland of the male. The phallic gland, also called the conglobate gland, is a separate structure. They are not the same, so calling the phallic gland mushroom-shaped is wrong. This pair is incorrect.
Step 5: Check pheromones.
Pheromones are chemicals released to send signals between individuals, so they are linked to chemical communication. This pair is correct.
Step 6: Pick the wrong pair.
The wrongly matched pair is the phallic gland described as the mushroom-shaped gland.
\[ \boxed{\text{Phallic gland - mushroom shaped gland}} \]