Coral banded shrimp can do damage to SH snouts (I don't mean just a scratch). They can't move out of dangers way as fast as most horizontal fish, so it makes it more likely that, if you have a tank member that is aggressive, the SH will be the one injured.
I have not kept coralbanded shrimp, so I can't speculate. I only have heard two rather gruesome separate stories.
Other side of the coin is that SH are intelligent. I'm partial, but I would say even a step above other fish. I think instinct is quite strong in fish. (why else would any clown fish believe they will be okay diving into an anemone? you don't see other fish go there!) So perhaps the SH realize what is danger and what is not?
I kept a BTA in my tank with the SH for almost 2 years and never had a problem with injury to the horses. They never tried to hitch onto it. Other fish, yes. I believe the BTA made a snack of my fairy wrasse, and the BTA went to someone else's tank.
In any tank except one that has no real possible threat, there is a chance the SH won't thrive. I don't think they are as fragile as commonly believed. My "Sophia" is 7 inches crown to tail tip, and has been with me about 2 years, now. My smaller "Fin" 2.5 yrs. No disease. Considering I have heard 4 yrs or so is max, I feel pretty fortunate.
I would think, as long as your yellow (I'd love to see, photo, if you can?) is eating, keeps good color and seems healthy overall....
But I'd watch for any aggression from your shrimp and I would suggest removing the threat altogether. It's a dice roll.