so there isn't much known about diapause in mantises specifically, although it seems that it is obligate in many
for example, in this paper:
https://www.cambridge.org/core/journals/canadian-entomologist/article/abs/low-temperature-as-a-factor-in-the-mortality-of-eggs-of-mantis-religiosa-l/11ECA197F3FE8074ADD53D6CF6E7A6E9
it was noted that some embryonic development of
Mantis religiosa occurs before winter, and it resumes after the conditions for diapause have been met
often, this means the accumulation of a certain number of days under 40F. if you pulled in an xmas tree in December, it's very unlikely these minimum number of cold days have passed yet. There are tons of anecdotal reports of unchilled
M. religiosa ooths yielding small numbers (usually a dozen or fewer) of very weak nymphs that don't survive for long. I am not entirely sure on that, as you'd need a well-replicated experiment where you took ooths and chilled them, and ooths that weren't chilled, and compared the performance of the nymphs from each when reared under the same conditions
the hatchlings of this species are nutoriously difficult to keep alive. I am not sure why, but I suspect they require some condition we can't provide indoors. The most glaringly obvious ones are day/night temperature shifts and UV lighting. Microbes may have something to do with it, but this is a very widespread species and I'm not sure about microbes and their distribution. In CT/RI, I tended to find these guys in salt marshes, so I wonder if air flow or humidity is too low indoors for them. I'm not entirely sure, but maybe I will do some experiments if I find enough mated females in the fall
this species is found all across the temperate northern hemisphere. the introduced population in North America is likely from Europe rather than Asia, but there are a lot of unknowns. I'm inclined to suspect, however, that given how far north the introduced population here is, there are likely mechanisms in place to avert frost damage. Often, when insects have induced diapause to avoid a certain condition, not providing such a condition is deleterious. In my lab, we tried to get saturniid pupae to emerge early with extra light and not only was the emergence rate low (compared to the ones we kept cold for the normal several months), but reproductive failure was rampant! I can do a thorough literature review on this whole subject matter in about 2 hours if you really want
to the OP, who originally asked wat to do to get these through the winter, I don't want to see you have things hatch just to see them die. I recommend keeping them in the fridge until April or so, which will allow you to prepare for them and release extra nymphs