Hmm ... are you ladies talking about the Asian lady bugs, that look similar to a lady bug, but they stink if you step on them or vacuum them up? I've seen them cover houses, usually white houses so they must like white or bright colors, and if they get inside, people say they vacuum them up. I don't have any where I live. Again, being surrounded by farmed ground for a mile in every direction has it's perks! I guess the insecticides kill them, and maybe they don't travel very far. Anyhow, I'm happy about that!
Now, in my world, a stink bug is something totally different, but I've never seen what I call a stink bug covering a house. The stink bug I'm referring to is larger, maybe 1/2" or little bigger and kind of square type of body. They really stink if you smoosh them. The Asian beetles will bite, but stink bugs usually only try to get out of the area when you are around, but they have prickly things on their legs to hang onto plants (usually see them in my garden), so that might pinch if they landed on your skin by mistake.
The worst thing about the Asian beetles is someone thought they would be great to control some type of aphid, I think or some type of bug, and now they have taken over, and chemicals don't work very well. What I found DID work to keep them out of your house (when I lived where they were a nuisance) was Home Defense, a indoor/outdoor insecticide that I buy at our farm stores locally. It doesn't smell, you can use it inside your house and not have evacuate, and use it outside, too. If you spray around every window and door on the outside, it will help keep them out. If you have your windows open, spray around the outside rim of your screens, too. They seem to be able to get inside very easily, and often come in when a door is opened, but if you spray around the door frame, that will keep them off the door. Also, if they get inside, they tend to stay in the window area. Spray the stuff on the windowsills or all the way around the windows. If they touch it, they will die. Good luck!!!