Looking to jump on the 24-hour special, huh?
Bluehead Wrasses are in the Thalassoma genus, so they are very closely related to the Lunare and Sunset/Banana Wrasses. Though they only are about 85% of a Lunare. Males only reach 10" and they personalities are a bit more friendly to fellow tankmates, any inverts are fair game, so I would definitely fear for your cleaner shrimp, and any hermits or smaller snails you might have. He might pick on the blenny though, small risk.
What small feeder shrimp are you using? Ghost/glass shrimp? I would strongly suggest looking into a proper diet for the fish.