Not my area of experties but the eggs I would imagine have to go the same route whether fertilized or not, they couldnt stay in the saddle area for ever, but I think yuo are correct that that is where they usually get fertilized, passing from the saddle to the underbelly!
Fingers crossed the other cherry shrimp may have fertilized eggs and produce shrimplets, then you are sorted. I would expect the eggs to go grey, as the babies are born clear and colour up a few days later! If you have a magnifying glass you may beale to see black dots (eyes) in the eggs, then those are 'good' eggs with shrimp inside? Any newborn shrimplet is so small so you may not see them for a week or two once the eggs hatch!
Fingers crossed that you get shrimplets with this other shrimp, otherwise I guess you ned to go hunting for a male?
Simon