I never vacuum vac any tanks with shrimps only, shrimps don't really need it in the way fish do as fish are very much messier! Anything that stops tiny shrimplets from getting sucked up will also stock the muck getting sucked up?
If you want to continue with the vacuum then do it into a white container and leave it to settle so you can see after that whether there are any shrimps?
I would probably stop vacuuming and maybe get a snail or 2 instead, that will add another interest point to the tank?
They look like leeches, over the years I have seen some in my tanks (never on a shrimp though) but they are usually larger. I haven't used a treatment but if they are on a shrimp you should try the treatment JayC recommends! If they are on thhe glass (mine were) just remove them with your finger! I don't think they are harmful to shrimp but look nasty and must be irritating to the shrimps.