Who ate my shrimp???

It does sound like they may simply have shed their exosceletons. Perhaps the ghosts are alive and well . Keep an eye out next time you do a gravel vac.
 
Your ghosties should be fine as long as you give them places to hide. Little rock caves are fine. Dense plants are excellent. I've had 7 of an original 13 in my tank for over a year now and that was with 2 angelfish. Yeah, the angels got a few of them, but not all. The remaining ones just hang out in the rocks and plants. Some are pretty bold and swim for food....the angel (there's only one in my main tank now) doesn't even really pay attention to them anymore. He's too well fed on bloodworms and frozen brine shrimp.
 
AquariaCentral.com