Most of the time you're not gonna find the shells when things molt. It's not gonna harm anything to leave them in. Heck, if saltwater shrimp are anything like the Amano shrimp that I have in my FW tank..... they'll turn around and eat the stuff. The first time I saw my amano shrimp molt, I thought it was amazing. Then a few minutes later, it picked up the old exoskeleton and started chowing down on it. It was gone in about 30 seconds!