Answer: If you didn't find any carcasses on the floor or potting benches, I'd guess the Ladybugs escaped. Adult Ladybeetles hibernate during the winter months. In the spring when the weather warms, they wake up from their naps and disperse, to find new homes for their offspring. The supplier of your Ladybugs probably had them refrigerated to keep them in hibernation, then left them at room temperature for a few days to wake them up. When you released them into your greenhouse they were still in their "dispersal" mode. They may have sensed that your greenhouse was their hibernation site and found ways out into the real world through cracks and crevices. The January temperatures undoubtedly killed them after they escaped from your greenhouse.
Ladybugs are voracious eaters and love to dine on aphids. My guess is that your idea was right, but the timing was wrong. And, 3,000 Ladybeetles is a bit of an overkill. Try ordering a few hundred late this winter for release into your greenhouse in early spring, more in timing with the insects' natural lifecycle.
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