Marlon could you be talking about the orange worm with white mohawk on it? that would be the fireworms or are you talking about the greying worm like that retracts it body from its skin? they both eat left over food that your fish dont get to grab when you feed them although the fireworm when you accidentally touch them you might get stung a bit from their hair. they don't really kill anything from your tank but they will eat anything that's dead or dying and food that's just just laying there.
by the way the shrimps are either just hiding and will come out when the lights are out unless it's a cleaner shrimp(they are always out) or they're sensitive with changes in your tank like temp, salinity or any parameters which means they can be dead. i would say they're just hiding somewhere underneath the rocks.