Monarchs in New Zealand do not follow the same migration pattern as their northern relatives. They have adapted their migration behaviour to suit local conditions. When the air temperature drops to 12.8°C, monarchs flock together in overwintering sites. These sites tend to be in milder coastal locations where the temperature remains at least 10°C. Overwintering monarchs prefer sites that are sheltered from the wind, have trees with a rough bark surface on which to cling and have a nearby source of nectar. The butterflies are mostly inactive, but on warm days, they fly, bask in the sunlight and feed. When the temperatures warm up, butterflies move inland to reproduce.
REF: Science Learn Org
I collect the Monarch eggs and allow them to hatch indoors. I then transfer the newly hatched caterpillars to a swan plant (still indoors) and leave them on that until they are approximately half their eventual full size. At that point I transfer them to our outdoor swan plant enclosure to complete their caterpillar life cycle.
That has been disappointing, however I understand there can be a variety of reasons why this might happen.