Take a 2 liter plastic bottle cut off the top ,invert it and put some vinegar or old fruit in the bottom and make a fly catcher ,put in freezer for a couple of minutes to slow them down and dump them in his cage, they love flies. also a butterfly net is helpful in catching moths that are attracted to lights at night, I lay a trash bag flat on the ground and snail/slugs (the ones without the shells) get on the bottom ,my veiled goes crazy for those, they will eat some greens, collard, mustard, mine loves dandelion which are plentiful although he would not eat them until about 5 months old. Some folks have had luck with small pieces of fruit although that has not been my experience, Pill bugs/potato bugs ,roaches etc... wild caught is never as safe as home raised and fed insects ,but desperate times call for desperate measures, make sure you keep him hydrated and good luck.