Serveral years ago I walked up on one bowhunting. I always carried an extra old arrow and field tip in my quiver so I let it fly. Hit him head on and had about an equal part of arrow sticking out each end. He tore out like I'd never seen one move and sounded like the arrow was hanging up on every bush and tree in the woods. I'm not sure what happened to him as I never saw him or my arrow again.
The armadillo is entering your trap and having it close on his tail or rump, their legs are strong and they will jump and if the door is not in full closed position they will twist the hell out of it as they back their way out of the cage; they are too stupid to go forward. Get a heavy wire cage and not the residential grade have-a-hart of larger size so they can fully enter before tripping the release.
For food/bait put a few things (apple, wet cat food, sweet potato ect..) in his "normal" area and see what he chooses to eat; there is your bait. Funneling does work, so bait can be an option..
