I feed my guy with dubia as well. I also give him bsfl, super worms, and wax worms but only occasionally. My guy had a weird poop like that as well but only the one so I’m just watching for the next poop to see if it’s normal and think you should do the same. If you’re worried then a vet visit is in order. We aren’t vets here so we can’t diagnose but we are happy to share experiences.