Yes, they will cross breed.
You would more than likely get shrimp that are poor blue or poor yellow, or poor reds. And definitely a few with no colour (wild type).
The trick is figuring out which colour trait is dominant and which is recessive.
The red x yellow might throw out some orange.
Not too sure with red x blue, I think both are recessive, which means non colour.
I think same with yellow x blue.
You might get lucky and get something really cool, genetics can throw surprises like that. But that would be like winning the lottery. It would take a few generations of line breeding the offspring before you make progress.
I use words like "think", "might" because its not a certainty.