Hello!
So, with answering any questions , my teacher always emphasises using the technique IDEELS.
I: Identify key terms
D: Define key terms.
E: Explain using
E: Examples
L: Linked to
S: Scenario.
With your response, I think it's really great that you linked context dependent cues to the scenario with David and the cockroach.
Using what our teachers taught us, I would probably answer along the lines of:
Context-dependent cues refer to the specific settings/situations/contexts where the memory was formed (or learning took place) acting as retrieval cues aiding in the retrieval of information. Here, David would be using breathing retraining techniques whenever he sees a cockroach, where the cockroach would be acting a retrieval cue, so in the future, when he sees a cockroach, he will be more likely to retrieve and remember the information of his psychologist's breathing retraining instructions, allowing him to use breathing retraining to control his phobia of cockroaches.
Hope this helps!