I myself, and keep in mind this is my own ideology, would not take a frog out of the wild. Don't let my opinion sway you though, I myself just prefer to leave wild things in the wild. I like to observe the bullfrogs at the pond behind my workplace all the time, would I ever take one and put it in a cage? Heck no, I like observing them in their natural habitat. On the other hand, I think so long as you are providing appropriate care, having a wild caught frog is fine, especially a species as common as this one. My only concern is will a tree frog adapt to captivity or will it stress? I honestly have no idea. As a child I would keep wild toads for a while and then release them back in to the wild and nothing bad ever happened (I think).

As far as gut loading crickets. I would pick up some water crystals, it's cheaper then the gel stuff and since crickets are awesome at drowning themselves in the smallest amount of water they're necessary. For gut loading, I feed my crickets broccoli, carrots, kale, really whatever is in my fridge. You can toss an orange or fruit in there if you want too, I am pretty sure crickets eat most everything -- I saw some eating paper towel the other day, obviously they're not picky..

You may want to look in to breeding roaches, I know I am. Crickets are noisy and smell terrible, and tend to die for no reason. Did I mention they smell?