Run carbon. Run a multitude of tests. One of the sneakiest things in this hobby is when you look to an obvious recent change to explain something bad going on, when the real cause is something that's been creeping up on your in water quality or old lights or a spent ro/di cylinder. I'd consider a 20% water change, just in case, and just keep an eye on the shrimp. There is a lookalike for the pep shrimp, a camel shrimp, which is not wellbehaved, so you might google pix of both just to be sure what you've got. The camel has a much more bent back.
Re your question, slime won't hurt your clowns, but it can impact water quality, esp. if you have die-off.