I know they do eat shrimp because I put a few ghost shrimp in my tank (about 1" long) and a day later they were dead and the ADFs were having a feast on the leftovers in the carcasses the fish had discarded. I don't think they actually killed the shrimp, though - that would have been down to the fish.
As you know, they are quite slow when it comes to finding their food, so something that is alive and moving around the tank quickly is unlikely to get caught by them unless it's silly enough to swim right into the path of an ADF and linger for a few seconds. ADFs don't have teeth, anyway, so they swallow their food whole - so I guess it depends on whether the shrimp is small enough to fit in an ADFs mouth all in one go LOL
Regards - Athena