I don't know much about the nutrition of stick insects but I have done a bit of research on the Phoenix worms. These worms are the larvae of the black solder fly and are very high in calcium and low in phosphorous, especially the medium to large sized versions. The website for phoenix worms has some basic info about their nutritional content but further research lead me to the site below:

www.wormman.com/pd_phoenix.cfm

I had also found a more detailed breakdown of the black soldier fly (Hermetia illucens) nutrition awhile back but can't seem to find it now. But I did find this breakdown for the larvae, though the chart only lists the scientific names. Its the pupae though in it's analyst but its the larvae that has the most nutrition for reptiles.

It is eluding me now for some reason but the above link does give a basic breakdown of the nutrition of the phoenix worms. The use of black soldier flies in agriculture is actually quite interesting, definitely worth reading if you have an interest in such things.