I warn you! Axolotls are quite addictive!!
Congrats on right now having no substrate. They are little hoovers and when young they often suck of any type of substrate, sand included. Once over 4 inches, they can be somewhat trusted on sand.
Sand, bare bottom, very large rocks or slate tiles (siliconed to the bottom to prevent waste from being trapped or lifted out at each water change) are the only substrate choices you have. Gravel, small rocks, marbles etc will all end up swallowed eventually and can cause impaction and possibly be fatal.
I have raised juveniles from birth to adulthood together and have not had any problems keeping them together in small groups (knock on wood) when they are properly fed and when there are adequate hides and space.
They are probably going to get stressed in the 10 gallon from the crammed conditions. They are not highly active but they do appreciate space.
Once all limbs are healed, I would put them right into the 45 gallon.
Rather than roaches (they can't digest the shell) I recommend earth worms, cut to bite size pieces. This is what they should be eating for life. At this size feed daily, once they are 6-7+ inches or over 9 month, switch to every other day.
As adults, feed 2-3 times a week, 1-2 worms depending on the size of both axolotl and worm.
Be diligent about temperature - 70 and under is best, up to 72*F is fine. Over 75* is a serious cause for concern and needs to be immediately addressed.