What's the temperature? If you don't have a thermometer those can help. Maybe the frogs are nervous from being moved.

When you say they get dry, do you mean their skin looks dry? Because if it does that's a problem.

How big are the locusts? Do you know what the frogs ate before you got them? Maybe they don't recognize the food so much.

Paper towels are fine, but they grow bacteria pretty quickly so should be changed every 2 days or so.