Also, any color change on the star?
Have you added anything to the tank?
Stupid question, but were your hands clean and well rinsed when putting them in the tank, and moving the star?
Anything other odd things in the tank recently, deaths, etc?
Are you running any carbon?
Could anything have gotten into your tank that wasn't normally in it?
I am doing some more research on this...
And yes, the gut looking stuff in the middle of the star on the side facing the sand is its stomach, and it digests food outside the body. That is pretty normal.
Editting stuff:
Did you add this star within the last week? This time frame, coupled with this behavior, along with the picking by the shrimp, is a concern. It may be suffering from acclimation shock. How long did you acclimate it? CC are tough stars, so we will hope for the best here.