Many shrimp are very interesting. The generic ghost shrimp has some very strange behaviors. For instance, in my tanks they often grab a big piece of food and swim up to open water and 'hover' while they chow down. Other shrimp species are territorial and have little fights (mostly harmless, unless there is over crowding). Some make burrows (if kept in the propper substrate, i.e. sand).
But, clown loaches, even small ones, will go afer dwarf shrimp such as Neocaridina (Red Cherry Shrimp) or Caridina (Crystal Red, Tiger, Amano, etc), particularly after the shrimp molt, or have young.
There are other types of shrimp to consider besides the dwarf species. I've kept M. Dayanum (Red Claw shrimp) with fish and other shrimp. And so long as the shrimp are not starved, and have enough room, they get along fantasticly. The only issue to watch out for is, keeping multiple adult males in near proximity (small tank say less than 40g). Another Macrobrachium shrimp species that is more peaceful is M. eriocheirum, or Fuzzy Claw shrimp.
If your tank has good water flow, and is very well cycled (lots of micro critters) filter shrimp such as atyopsis moluccensis (wood/bamboo shrimp) or atya gabonensis (vampire shrimp) are completely peaceful. Actually, they completely lack the claws to grab or attack anything. As their name states, they feed by filtering the water.
I'm not sure how they would get along with anphibians (your frogs), but I imagine that the frogs would just get out of the way.