Girl I think lives in Texas and finds out her spirit animal is a crow she can also shapeshift and she lives or lived on Native American grounds. Main part of the book I remember is that she is in a underground club and goes to the bathroom and shapeshifts into a cockroach and goes to a dark portal to find out what this evil dude is all about. He apparently is a skinwalker and some crazy stuff goes on.
I wonder if you are mixing up the first two books of the Soul Seeker series by Alyson Noel.
Strange things are happening to Daire Santos. Crows mock her, glowing people stalk her, time stops without warning, and a beautiful boy with unearthly blue eyes haunts all her dreams. Fearing for her daughter's sanity, Daire's mother sends her to live with the grandmother she's never met, but who recognizes the visions for what they truly are—the call to her destiny as a Soul Seeker—one who can navigate the worlds between the living and dead.
There on the dusty plains of Enchantment, New Mexico, Daire sets out to harness the powers of her ancestral legacy, but it's when she meets Dace, the boy from her dreams, when things take an alarming turn. Forcing Daire to discover if Dace is the one guy she's meant to be with...or if he's allied with the enemy she's destined to destroy.
The scene with the cockroach happens in the first book Fated.
But Daire doesn't turn into a cockroach. She possesses a cockroach and uses it to spy on the bad guy Cade. Just as well really since Cade spots the cockroach and stamps on it! As you say she does this in the toilets of a club:
I claim an empty stall, check the lock twice, flip the toilet lid down, settle myself on the seat, and dig through my purse in search of the jar with the tiny holes in the lid and the inch-long cockroach inside. Equally repulsed and excited by what I’m about to do, I loosen the lid, set the jar on the floor, and stare at the roach as hard as I can.Stare at him until everything dims but his three sets of legs, brownish-red shell of a back, extra long antennae, and the wings that enable him to flit, more than fly.
It's Cade who opens the portal while Daire is spying on him through the cockroach:
Watching as Cade waves the smoldering tip of his cigarette before what at first appears to be a large blank wall—but that’s before I remember Paloma’s advice and train my focus on the invisible, the unknown—coaxing it into my immediate field of consciousness—and it’s not long before that brick wall has morphed into something entirely different. And all I can think as I gaze at it wide-eyed is that Paloma was right. The portal looks nothing like I would’ve imagined.
The bad guy Cade is the skinwalker but I don't think we find this out until the second book Echo, which is why I wonder if you have remembered the two books as a single book.