They're not specifically from HotS, they were in WoL since forever. I think they appear either on a specific terrain type, or when you use terrain objects. There are 2 terrain objects which basically form a hole, in which you can see some tunnels filled with these locusts. I don't know exactly where they are used in the campaign maps, though I think it was on that mission where you have to fight the Leviathan (when you blow up parts of the space station, I think you can see them crawling below)... The reason why these locusts appear in the corner of a map is still unknown, some people said it was some kind of easter egg.