You can get 1000 ants on antsalive.com for $10 plus shipping. I have given mostly crickets this winter, as the ants are hard to get this time of year. As long as they're small enough, she can get by on them for awhile. They do still sell the ants, but there's weeks in between shipments currently.
In the wild they also eat moths and small beetles. I have found she'll chase down moths, but not the mealworm beetles. Perhaps she'd like a smaller beetle?
"Prey Composition and Associated Digestive Efficiency of the Texas Horned Lizard, Phrynosoma cornutum from Prairie Habitat. THIBODEAU, M*; WATSON, CM; Midwestern State University; Midwestern State University
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This study investigates prey composition of Texas Horned Lizards in prairie habitat using fecal dissections (n=29) and compares it to published findings from desert scrub. Also, this research compares the digestive efficiency of Texas Horned Lizards consuming harvester ants (Pogonomyrmex) and beetles (Coleoptera), the two groups of prey items most prevalent in fecal samples. Total prey items found in feces are highly variable but prey composition is relatively consistent. This is presumably owing to variation in size of the horned lizard and prey availability. Ground beetles (Carabidae) were found in over 93% of all samples even though many other arthropods are encountered as frequently in the field, indicating that they may be selected for along with harvester ants, which made up the majority of every sample. Novel prey items, including Halictidae bees, Hister beetles, weevils, Caligrapha beetles, and vegetation were also noted in quantities that represent opportunistic or incidental consumption. Horned lizards are more efficient at digesting beetles than ants, which may indicate that they are required as a dietary supplement at least in times of high caloric requirements. Alternatively, they may represent periodic “treats” as an opportunistic additive to the diet. Future research will seek to resolve this speculation."