I had 37 people in my vault, after it killed the first 10 people 8 of them spawned at the same time in every room and they wouldn't die either...totally pissed off with this [censored]
Armor does have no protection effect. Only endurance on armor can increase your dwellers survivability, as far as i know. In addition, accidents in rooms (fires, rad roaches, mole rats) grow in strenght with any room upgrade. A single stock room (2 dwellers) will have 2 weak roaches/rats or a small fire. An enlarged room (up to 4 dwellers) will have 4 weak rats/roaches or a weak medium fire. A maximum size room will see 6 roaches/rats and a weak large fire. These accidents can be handled by low lvl dwellers without gear.
If you now upgrade the room, fires and rats/roaches will gain strenght. These accidents will require tougher dwellers with some lvls, maybe E gear and medicore weapons (5-7 damage).
If you upgrade the room to level 3 (maximum upgrade), fires will become true infernos and rats/roaches will be as deadly as deathclaws, with the difference that they won′t just move on to another room, unless all dwellers in one room are dead. You will require high lvl dwellers with good health and powefull weapons, to stand a chance.
If you want to upgrade a room to higher levels, make sure you have rooms without upgrades nearby. Evacuate the maxed out room, if your dwellers cannot handle the accident. The fire or rats/roaches will spread, but their strenght will adapt to the level of the next room(s).
I often get random fires in my empty lvl 3 barracks. However, around these barracks are just lvl one rooms. I let those fires spread and extinguish them, as soon as they appear in the low level rooms.
This way, i can run lvl 3 rooms and handle any random accident.
You clearly did not listen to a word he said, I very much doubt it was a glitch, you just did not have the firepower to take out a roach as strong as a Deathclaw, which granted is a silly feature and needs changing as roach's should be annoying not something to wipe out a vault (I have lost a vault to roach's, all people armed but low endurance and only level 20).