Yep thats a mantis!!!
What a beauty too!!!
Ok then.. catching it....
Its not going to be easyas they are highly intelligent and they also have better eyesight than us humans i think.
A mantis usually has more than 1 entrnace to its burrow so cealing the hole with milluput might not work.. they usually just bash a new hole through the rock anyway.. worth a try perhaps though... if you are willing to take a risk of putting your fingers near its entrance
You can try an empty coke bottle... cut off the neck of the bottle and just reverse it into the bottle to make a form of crab trap. put some food in the bottom and place the bottle near the entrance at an angle ot stop the shrimp from escaping. Now this "might" work but you probably have just 1 chance with this because it will know the next time you try that its a trap
You could ty removing the rock and placing it in a bucket of tank water and then raising the tmperature slowly. increase the temperature of a period of 24 hours until the shrimp runs low on oxygen and leaves the rock to look for better water. this might work but it also puts the rock under immense strain and all other life will suffer also.
If this fails.. how about having a nano tank with just the mantis? You didnt want fish anyway and only wanted inverts. just have the mantis with corals.. its a beautiful crature and highly entertaining. If i had a nano with a mantis i would be very tempted to keep it as a specimen tank.