Well, I would guess the roaches could be housed together though I wouldn't. Simply because I'd like to know how to separate if I ever need to sell off the excess. The rest is likely going to need to be separated. They require different things, the mantids might eat eachother.
The worms are pretty easy, like the meal worms. Room temperature in a small container with holes on top to gutload, keep the majority in the fridge so they don't pupate.
Horns eat constantly, and need to be cleaned once a day I hear. Depending on your chameleons age, size will matter and they grow quick.