Two things that will cost you the colony rather than the aesthetics. Do not use algaecides or any treatment that is not clearly labelled shrimp safe, because a great many aquarium products are dangerous to invertebrates. And read ingredient labels for copper specifically: it is highly toxic to shrimp and it turns up in medications and algae products.
Also worth knowing the one that is not algae. Blue-green algae is cyanobacteria, a slimy dark sheet that peels off in layers and smells unpleasant. Shrimp do not eat it, it smothers things, and it usually means poor flow or decaying waste. Siphon it out and fix the circulation.