Those shrimp aren't necessarily dyed, all sorts of new natural coloured shrimp appear every now and then.
However they look strikingly similar to this species (unnaturally blue).
I've been doing a bit more digging and they are most likely to be Neocaridina sp. 'orange' commonly called the Orange Shrimp (how very original)
breeding will be that same as for any Caridina or Neocaridina and info on that can be found at http/www.shrimpcrabsandcrayfish.co.uk