They will be fine together as long as they're introduced at close to the same size. Fire shrimp can be a little aggressive, but they generally don't bother Harlequins, IME, as they don't compete for the same food.
I have a skunk cleaner which is bigger than my Harlequin, and it will occaisionally go after the Harlequin's starfish. She has no problem chasing the cleaner away. If not at the same time, I would introduce the Harlequin first.
I don't want to make assumptions, so forgive me if you already know this, but you're aware that all Harlequins will eat is live starfish (of the non-serpent variety), correct?