Dubia actually do not produce ooths; the ooths remain inside their body until they hatch, and the babies come out fully developed. Does your female just look gravid, or is there something hanging out of her behind? If there's something there (since you said it's "hanging on by a thread"), I'm not 100% sure what's happening, but it's possible that the litter is being aborted. If that is the case, it's no reason to stress out, she will have another litter in a few months.
For future reference, if you do have an ooth laying species, you don't need any special care for the ooths; the way you keep the adults should be fine for the ooths.