It maybe a good idea to put sponge over the inlet as the pull of the water with 400l/h may be strong and you won't want any nay shrimps draw into the filter. I would get course sponge so it doesn't restrict the flo inward too much, and you will need to keep removing it and squeezing it in a cup of tank water every so often (maybe twice a week should be sufficient, but you won't really know until you try) so it doesn't get blocked and burn out the pump motor! You will probably see shrimp grazing on it often. As you say, occasionally the shrimp will swim in the flow of water but generally most of the time they prefer quite still water.
Simon