Is it below the skin? I see the knot protruding but cant see the actual lump very well. It could be any number of things: bacterial skin infection, fungal skin infection, broken rib, etc...
If it is some form of skin infection then you will need samples taken and cultures will have to be run...
Personally I dont feed bugs caught from within my neighborhood. I go to a location where I go fish. Open field with small chance of pesticides or fertilzers present. Then I catch my hoppers, katydids, etc.. & I keep them overnight and gutload then they are fed off the next day. If they had been...
they eat the leaves. But be sure the bush has never been treated by pesticides if so it can have residual poison in the stems & leaves. Best to use greens & such unless you can be sure the bush was grown organically.