Welcome to the forum!
I believe you are UK based and therefore have hard (lime scale) water. I have just moved from on of the few UK areas which had soft water to an area that is now hard. I have had caridina in the past so already had a water filter so am using those. Depending on the size of your tank, and whether it is just shrimp etc will depend on what action you may want to take. If you have a smallish tank with just shrimp you could try a water filter jug (brita) which will mean you can use tap water, but the filters are quite small so may not last very long with such hard water, but may be worth trying with cherry shrimp, this will just filter out SOME of the stuff, NOT ALL, but you probabl won't need to remineralise as it should (hopefully) give water nearer or in the right parameters? Again, if it is a smallish tank with just the shrimp you can go one step further and use a 'zerowater' filter jug (can get on Ocado, Morrisons?, amazon or directly), this has a huge filter and will give you the equivalent of RO water so will then need to be remineralised with GH/KH+. This is the best method but will be a bit more expensive and more work, but will be best for the shrrimps long term. If you have other creatures such as fish in the tank of coarse you will need to think a bit more, as messing around with the water parameters that the other creatures are ok with (?) will likely upset them? If you go the zerowater route you will just replace some of the water with unremineralised water at the start when doing regular water changes and maintenance, or a one time 50% water change, and add the RO water back slowly if the shrimp are in situ . With a brita or similar (as it has some tds/gh/kh etc) you would have to do more of a 100% water change. You basically need to half your current gh and kh numbers. If you are going the best route with RO water and remineralisers you will probably be best also getting a TDS meter, though you may get one with a zerowater jug so check that first?
Not drip acclimating the shrimp over several hours won't have helped either. You should probably expect to lose all the current shrimp, but you may be lucky and have a really tough few, fingers crossed)!