They will eat grubs too and roaches, possibly scorpions as well but I can't say scorpions for sure as I have never seen one eating scorpions. The scorpions we have here pretty well stay hidden. It is funny how they all get quiet when you walk out there -- I have experienced the same.
Lucky, sound waves do weird things. I don't have any real hearing problems but have discovered sound easily bounces off walls, fences, bushes, tree lines & such. You can think the noise is coming from the exact opposite direction from where it is actually coming from.
Thank you for serving our country.