Sorry to hear about your missing gobies and shrimp.
Primary culprit for the missing shrimp would funnily enough be the gobies, they are absolute gluttons and will try to fit even large things in their mouths.
Algae eaters (if it is the Chinese Algae Eater) get very aggressive as they get bigger/ older and will bully fish of all sizes. Depending on the age and size of the algae eater it could have decided it didn't like the new gobies in its territory and harassed them into either hiding or worse escaping the tank. Even if you tank has a lid I have seen some fish manage to get through the smallest of gaps. Even large tank size does not stop an algae eaters aggression towards other fish.
Gobies can be quite timid when first added to a tank and like having some tunnels or tubes as hidey holes (I used to give mine PVC pipes), but once they are settled and realise you are the food provider they readily come to the front of the tank to beg for food. They really are food motivated, I would liken them to the Labradors of the fish world.
You didn't mention what type of filter you have on the tank, if it is a HOB (Hang on Back) type of filter and the return waterfall part of the filter is in the water there is the slight chance that the gobies could have got into the filter, the same could be true of the shrimp. To date I have found young bristlenose catfish in my HOB, hundreds of shrimp living it up and even guppy fry have made there way in there. With canister filters I have found again shrimp, BN's and peppered cory fry even a khuli loach and Malaysian Trumpet Snails (MTS). And in an internal filter I had young BN and shrimp living the high life inside it. So never under estimate what can happily live inside your filter and always check it before deciding that inhabitants have totally disappeared.
If you do get rid of the algae eater, depending on the tank size and your budget a small group of 6 otocinclus might be a better/ safer option, or nerite snail if you really have a lot of algae growth in the tank, even a smaller species of pleco such as bristlenose could be a good fit. But a pleco species will also want a suitable hollow to hide in that the gobies would also like, and plecos even otocinclus need a certain amount of natural wood in their diet some more so than others. Some species whiptail may also suit your tank and water parameters.
