What about a 4ft reptile vivarium? It blends into the living style more than a cage, and even if you still cant have that inside the house it holds the heat better so would be better for a colder area like your planning to - use a CHE (ceramic heat emitter) with a thermostat to control. For the heating of the enclosure
I know some who dont keep their hogs in cages but just use something that closes them off to a set space but they are still sorta free. Its not a cage.
Live insects have more nutrition, dried, freeze dried and canned have lost a lot of nutrition making then fine for occasional treats but not suitable as the main source of insects.
Dried insects also cause blockages if given too many.