We study the transverse nonlinear dynamics of bulk and multi-quantum well AlGaAs microresonators, in the mixed dispersive and saturable absorptive regime, slightly below the band-gap edge energy. With a Gaussian beam excitation we observe strongly localized states of various shapes, bright or dark in reflection. Their dynamics appears to be ruled by strong thermally induced nonlinear mechanisms, acting as a dressing mechanism for electronic nonlinearities. Precursor forms of cavity solitons are also identified.