Nice, glad to hear both your species arrived safely! Yes, Gyna nymphs and adults spend most of their time underground, with males often going crazy in the enclosure at night. Panchlora nymphs also spend all their time underground, and adults can burrow too, (though they often come out and night, and prefer hiding in between vertically slanted bark pieces and such).
And starter colonies seldom eat much, it may take a while for you to notice feeding activity, especially if you are feeding them a lot. But once their numbers explode, trust me, food will disappear quickly! 😅 However, even big Gyna lurida colonies don't seem to eat that much compared to other roaches, to be honest.