looks like a cockroach and bee combined. Sorry dear I also don't what is the name of the insect.

The giant wasp is a Cicada Killer wasp, a solitary insect that makes hole in the ground into which an egg will be inserted (along with a paralyzed cicada or other prey).

The hole in your siding sound more like that of a carpenter bee. They are very large bees, mostly black.

Neither insects are aggressive, though the both will defend their territory. Cicada Killers will be female, and pack a powerful sting. The defenders of the bee nests, however, are male and can't sting.

Thank you so much for the info. In 26 yrs here this is the first I have seen and it really scared the daylights out of me. Thanks again.

The coloration is more typical of a Giant Hornet than a Cicada Killer. Cicada Killers do not have red faces and I think are generally less yellow.
HTH.

ay1128 has it - hornet, Vespa crabro. Big but usually gentle critter unless hassled.
hortster

Here is a link that might be useful:

I almost thought that was a good news bee, but I guess not now that I've gotten a better look at it. Good News bees get very big though and they seem to be harmless. They hover around like a Humming Bird, you can put your finger out and they will land on it, but I wouldn't suggest doing that with this if it ain't a Good News bee.