Not sure if Hissing roaches would survive outside in Tennessee but they can survive to a point in your own home. You could always call the local pest control people and ask if they ever encountered infestations of Hissing roaches or other 'exotic' roaches commonly used as feeders.

Another thing you could do is research the climates common in their natural habitat and compare them to what is typical for your area. Madagascar is tropical if I recall correctly but I am not 100% sure on this as I never really researched it and it may have variations in climate based on elevation and location on the island. (its a pretty big island if I recall correctly.)
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PHLdyPayne