If you do it right they don't eat the male. You give them space in a large screen cage and watch closely to separate if attack (you can be too late with one bite though). You can try night time intro but not sure how well that works.
Sometimes if you save them from the cold they live a few months and other times they die shortly after even if you get them before the first hard frosts.
They're not parasitic, the parsitic ones attach at the joints and usually look like odd polyps when immature. They look really neat, but I'm a fan of commensal mites. Usually mantids are too dry to host mites and I've never seen them.
European mantids are usually easier, mostly because they are shorter and aren't so prone to molting problems. Carolina and California spp. Stagmomantis are even easier. There's a section in here if you have...