It is usually pretty useless to shoot images of nymphs and expect an ID. Even adults can be problematic:-) This is going to be one of the shieldbacked katydids, though, subfamily Tettigoniinae.

Is it difficult because so many of them look similar as nymphs or is it because there is little documented about each species' nymph form?

So sorry to be so late in responding. I tend to 'hit and run' too much....There are many similar species, plus, as you surmised, very little is known about the nymphal stages. Couple all that with a tendency toward very high individual variation (for purposes of camouflage), and you have a real mess. Moving this to subfamily page for now.