We have a white house and the boxelder bugs LOVE the south side of our house--nice and sunny and warm. We don't have any boxelder trees. I'm assuming SOME ONE has to have one, though, otherwise we wouldn't have so many of them. Out of all the houses around us, they seem to like US the best. There is one specific corner of the house where they congegate--it is absolutely disgusting how thick they can get/how many can just pile up on top of one another.
Take a spray bottle, pour in some dishsoap (you don't need a lot), and fill with water. Then go outside and spray it all over the bugs. Spray lots and lots--literally DOUSE them with the water/soap mixture. The soap gets inside them and kills them off. You say you did that and it didn't help--really? I've done that for the past 14 summers, and it always kills mine. I even use an organic dishsoap called 7th Generation. Perhaps you're not putting enough dish soap in? *(DISH SOAP, not laundry detergent. I've never heard of using laundry detergent.)
I don't like killing critters, but even I can't stand getting swarmed with hundreds upon hundreds upon hundreds of those critters--and they sure know how to make many more babies!
I feel this is one of the more humane ways of getting rid of them, and you're not using nasty pesticides or other toxic means of getting rid of them.
It's warm here today, and all the bugs are climbing out of the woodwork as well. Depending on how bad things get, I'll be getting my own spray bottle out momentarily. This morning, we had flies all over the outside of the house. It was amazing, actually, to see that many all in one place.
Oh! And I don't think I'd try the shop vac idea. I have a feeling that enough of them would survive that they'd just climb right back out of the machine. And then you'd have to start all over again...