NOT A TEACHER
1. "Cockroach phobia" sounds better than "cockroaches phobia." Note that "height phobia" is also known as acrophobia. A fear of swimming does not necessarily result from a fear of water.
Student or Learner
1. Bo has fear to swim? Can I replace fear with phobia. Like water phobia?
Can I try the others:
2. What do we call those who is scared staying in small place, like a room, toilet?
You've got a problem with water because "hydrophobia" is the disease rabies.
In BrE rabies is called rabies, not hydrophobia.
The use of "hydrophobia" for rabies is an older and/or regional form (see the book or movie Old Yeller, for example). Where there could be confusion, the term "aquaphobia" is sometimes used, instead.