I have been trying to establish a colony of Hypogeococcus pungens in a greenhouse, but it doesn't have progress. I would like to work with another type of "medium".
Look, H. pungens generally consider as a invasive species and they lives in clusters of individuals on the stem or growing tips of the cactus host. You may try to propagate on cactus host.
Try an alternate host. There is no guarantee that all individuals within a species will survive on all listed hosts for that species. Here are some options:
Cactaceae - several species with reported genera including Cereus, Eriocerus, Harrisia, Hickenia, Parodia
Polygonaceae - Alternanthera pungens (khaki weed), A. bettzickiana (joyweed)
Portulaceae - Portulaca oleracea (purslane, verdolaga, pigweed, little hogweed, or pusley), P. quadrifida (chickenweed)
List taken from: http://entnemdept.ufl.edu/creatures/orn/mealybug/hypogeococcus_pungens.htm
I would grow as many of these potential hosts as I could find and infest all of them. It should be quickly apparent which one(s) are suitable for your colony.
Be careful using artificial media. The artificial media may improve survival (relative to starvation) and may allow reproduction. Yet both survival and reproductive rates on the artificial media are less than one would expect from the insect on its natural host.