Why didn the spray kill them?
The insecticide must contact the colony to be effective. Sometimes the nest area is not close to the opening. Try to locate the exact nest area by tapping the wall and listening. If necessary, a quarter-inch hole may be drilled into the wall to introduce the insecticide. In this case use a pesticide product that has a “crack & crevice” tool (a straw-like attachment for the nozzle that allows you to inject the chemical into the void).