Hello
I currently own two platyrhinos which is a more common horned lizard that you would find in canada. Luckily they are not too picky regarding food and will take wax worms, small mealies and the such. But they do much better with lots of smaller meals then bigger and fewer. Thats why they do so well with ants.
Now... I am unsure about the dependancy with the ants. I know they say they depend on the formic acid but i dont think that has been actually proven. (dont tell the guys in the states i said that LOL)
But ants are good if you can get them. Harvester ants are the usual and you can order them here.
http://www.antsalive.com/hornedlizard.htm
Your HL can eat about 20 ants a day...
Be careful when purchasing a HL....Some are extreamly picky and will only eat a specific type of ant. Also... keep in mind that they are not very good with handling...So if you do get one just keep that in mind.
I've had mine for about 2 years now, i adopted the second.
You can house two lizards comfortably in a 40 gallon reptile style tank
Please feel free to email me if you have any questions or pm...
This is an excelent site to read up on regarding thier care
http://www.phrynosoma.com/
Most of the top guys on there are lucky enough to have harvester mounds in thier backyards... This spring i will be trying out those large black ants we geta round here....and possibly fire, but i am not sure on that one yet.
Good luck!