Your right it didnt make it over the night. I didnt have access to blackberry leaves an such. Strawberrys were the closes I could get. I tried tho at least.Looks like the typical spindly nymph of Diapheromera. Also typical that it would have lost a leg already.
I will be surprised if its still alive through the weekend. I don't believe strawberry will tempt it. It makes sense that an egg would hatch next to a warm heater vent, but it wasn't supposed to hatch until the leaves on its foodplants appear in the spring.
Its really neat that you found it and shared it, but the prognosis is not good.