Mystery and similar wrasses are usually flagged as "caution" with shrimp.
It's like so many other things... some people put them in their tank and they kill a shrimp almost immediately. Others people keep for their entire captive lifespan with shrimp and have no problems.
Any wrasse like this... one day, he could just look at the shrimp and decide to go for it. Or, you could be fine... it depends entirely on the specimen and the circumstances.
I have kept a cleaner skunk cleaner shrimp with my mystery wrasse with no problems. However, I lost a harlequin shrimp. So, in my estimation a CBS or Skunk Cleaner would be fine, but stay away from smaller "ornamental" shrimp.