We heard our mantis long before we saw it. It would make loud clicking noises at night. It was in the invert tank, and ended up getting into the overflow box, where it was effectively trapped. We left it in there--it lived for about a year, eating whatever got swept out of the main tank. We pulled it out twice to clean the overflow (scary, but no problems. Savage little ******* gave the tongues we used a sound thrashing!) For some reason, the water level got high enough so the overflow was no longer skimming, and the mantis escaped into the main tank. We quickly located his burrow, and pulled the rock out. He scurried into a hole, so we held the rock over a spare bucket and filled the hole with FW. He came out, and we fed him to our lion fish. Decided the overflow wasn't secure enough to prevent him from getting out and threatening the corals, crabs, shrimps, and mandarin goby in the invert tank.
Best advice I can give you is to watch the rock carefully, and look for a pair of eye stalks sticking out of any holes. All of them I've seen have been bright lime green, with burrows close to the bottom of the rock.