Yep definitely the salinity and the ammonia. Shrimp don't tolerate high salt levels at all, especially if they are suddenly put into a tank with a completely different salinity to where they came from.
Any ammonia is going to be lethal in seawater due tho the high PH of the water. When the PH is below 7.0 ammonia isn't a big issue but as the PH goes up it becomes more and more toxic. Seawater has a PH around 8.4 and any ammonia in this water, even a tiny amount, would be extremely toxic. Invertebrates like crabs, shrimp, corals, etc are going to have problems if there is any ammonia in the water.