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..I've heard that they don't survive, but not why.
They would get eaten on the way down, or be left out in the open to be eaten. They are nocturnal and stay hidden during the day to avoid predation.
I've not personally seen a "march" but don't they do this periodically to get to deeper water - like say before hurricane season?If you are referring to spiny lobster, you must have never seen a "March" or lone males out near a hole with others. These lone males seam to be acting as sentinels. If you see one like this, it should get your feelers up to the fact that others are close by.
Craig