You have brought up the age old argument to some extent as to whether ants are required or simply convenient. This seems to be a polarizing topic on most horned lizard forums, but I believe your observations serve to show that the middle ground is closer to the truth than anything.
All horned lizard habitat I have observed (6 species) has at some point in the year had sizable hatches of grass hoppers of various species. All of these horned lizard species have been observed to eat these grass hoppers when they are available. I do believe that ants are important as a percentage of horned lizard diet, but a percentage of other insects would seem acceptable by all indications. I have had similar experiences with the meal worms but have not experimented much with the smaller ones. Once I saw the issue with the large ones I cut them from the diet.

Regarding the attraction to the large winged ants, my thought would be that it might be the wings more than the size that is attracting them. If you want to try an experiment, take a small length of white dental floss and tie it in a bow about the size of a bee. Then tie some dark thread to it and drag it across your tank. You will be amazed. Horned lizards are not nearly as quick in their attempts to grab flying insects as many other lizards they compete with. But from observation it would seem they still relish the opportunity to include non-ant food items.

There are several of us that are interested in working up a feeding study, basically comparing the growth and effects of three diets. Ants, non-ants, and some mixture of the two. If you would be interested in participating in this drop me an email and we can work out the details. Some of the early data has some interesting implications for a non-ant diet in hatchling growth.

To induce nesting indoors you want to have a good depth to your substrata. Between 5 and 8 inches is good. In my observation (unscientific) there are a few critical factors. Stable and adequate temperature. This is usually near the basking buld. Adequate moisture content in the soil. This can be achieved by picking a central spot also near the bulb and wetting the substrata there regularly. The moisture will radiate out and this will cause a moisture as well as a temperature gradient that should provide the right conditions somewhere from the center to the edge. A large flat stone seems to be the point cornutum and solare gravitate to. I have had both species nest right under stones. I believe this is because the stone will absorb heat during the day, and then radiate it out during the cooler night, which makes for a more consistent temperature.
The rest is a mixture of all the conditions that provide a low stress and healthy environment. Proper lighting, cage size (yours sounds very good), and diet.
I have had a cornutum lay eggs in a setup as described above and I didn't realize she had nested. While I was removing the substrata for replacement I inadvertently found the eggs, destroying one in the process. Inside was a well developed horned lizard.

I personally don't recommend leaving the eggs in an indoor enclosure as it is more prone to drastic fluctuations than a more natural outdoor setup.

Below is a post I made to another forum regarding incubation, so forgive the cut and paste.

Perlite, vermiculite or even sand will work in a pinch. Wet it down well, and then drain off any excess water that will drip out of the media. Be sure to fill the incubator reservoirs or if need be put a shallow dish full of water in with your egg dish. Make sure any hatchlings that crawl out won't drown. Temp should be about 85 /- a couple of degrees.
You can mist inside, but don't wet the element or thermostat. It is fine to add water to the media every week or so. If it's really drying out add as needed. Since the eggs sit right on top, they are in the driest part of the media, so the bottom can be a little wet.
Put the eggs in a dish with a few inches of the side above the media level to try and keep in the hatchlings.
Some folks use a lid on the container, some don't. I find you don't need to as long as you keep the humidity high.
Take the incubator lid off once a day and let in fresh air. Good time to check the water levels inside.
It doesn't seem to be important to keep the eggs separated, although I do if they aren't stuck together.
remove any eggs that begin to mold. They don't usually mold unless they are already dead.
You can get the eggs wet but there is no need to do this on purpose.
Make sure the room they are in won't exceed your thermostat temps as there is no way for it to stay cooler than room temp.
Make sure the eggs don't experience any radical temperature changes either way. (Like spraying cold water on them).

Amazingly the eggs are not as delicate as one might think and will make it through if you come close to adhering to these basics.
Make sure the tank your females are in has at least 6 inches of substrata, and that part of this near the warmth of the basking bulb is moist all the way down to the bottom.
I suggest you weigh your females before they lay so you won't have to guess if they dropped the eggs or not.
They can be done nesting before you get home from work, and then the search will be on for the nesting spot.
A spoon and patients is needed to ensure you don't damage them digging them up.
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