They absolutely don't sell Cuban tree frogs as pets, Pam. It would be illegal. Other frogs, maybe. Not Cubans.
You should not feel bad about dispatching them. They are incredibly harmful and eat other native frogs as well as fish, bird's eggs, caterpillars and all.
Benzocaine is the active ingredient in Benadryl spray. It's probably the cold from the spray that they don't like, but who does?