Honestly speaking, if you put it in your checked luggage, no one is going to notice. It's not like dead leaf mantises bounce and yowl and scream, they kind of just sit there and don't move. They won't have a heat signature either and neither will they look like anything suspicious in an X-ray scan. I mean.. they imitate sticks and leaves. As far as I know airline officials have never opened my check in luggage before, only when flying in internationally into San Francisco have my bags ever been opened for absolutely no reason.
How long are you going to be gone for? Dead leaves can go quite a while without food if you've been taking care of them well.
And yes I should have plenty of males, though it does depend on when she'll hit adult I guess : )