Any progress creating MGRS locator?
I was helped with this same issue by someone from ESRI. In my ArcGIS Desktop install (we are running 10.5.1 but it was there before as well), there is a pre-built MGRS locator in C:\Program Files (x86)\ArcGIS\Desktop 10.5\Locators in the form of 'MGRS.loc'. We were able to publish as a geocoding service right from here: in Catalog, right mouse click, share as... Geocode service.