In addition to being salinity sensitive, most shrimp are highly sensitive to temperature. Temp acclimation is great, but the damage could be happening on the way home if they are getting too hot/cold. In other words, temp swings are bad, but so are temps that are "out of range" of normal regardless of how fast the temperature gets there.
Honestly though, it sounds like a water acclimation problem (osmotic shock). We drip our shrimp for at least 2 hours and that has helped survivability immensely. We have about 10 sexi shrimp, 1 fire, 1 cleaner, 1 peppermint, 2 pistol shrimp, and a reef lobster (I know some of these aren't shrimp, but they all have the same osmotic problems). There are (at least) 2 important things about dripping them. If you're already doing these, great, hopefully someone else learns something.
You have to take into consideration the amount of water you start with and the rate at which you are adding the new (if you start with a small volume of water, you're adding a larger proportion of new water for each drip into the bucket than if you start with a larger volume of water). What we do is aim to about double the water volume after an hour. After that hour, dump we dump the water level down to the original level and double the volume in about 30 minutes. Dump off half and double in 15 minutes... and so on. This method lets us slowly increase the proportion of our water to the fish store water until the water in the bucket is almost all our water. It also changes the water chemistry more slowly to start with (when the bucket water and drip water are most discrepant from one another) and accelerates the process as the water in your acclimation bucket becomes more your water. If this description sounds like a pain in the butt... it is.
The other thing to think about is temperature as you're doing this. If you drip acclimate this slow and over the course of hours, the temp in the bucket is going to continuously drop. Although you're adding tank water, you aren't likely to be adding enough water to keep the temp of the acclimation water up. Thus, when you dump the shrimp in, despite being acclimated to the water chemistry, it will not be acclimated to the water temperature. The easiest/best way to get rid of this problem is by floating or partially submerging your acclimation container in your sump.
