It could be that the reason they are closed is predation and/or bacterial infection.
The algae just grow when they are closed.
The last picture shows an amphipod. Some species eat zoanthids, so you should make sure they're not destroying the colony.
Also the shrimp could be irritating or stilling food particles from the zoanthids and that should be avoided. If the shrimp stays all the time on them they will be closed and the algae will grow.
I would make sure the shrimp is off the colony and the amphipods aren't eating them in the first place, then leave the polyps alone for a week or so.
Signs of bacterial infection would be film over the colony or melting, basically.
The H2O2 normally is added to tank water in a container. I would start with max 1/3 of the total volume, but leave only for a minute. Most of the time the algae would be related to nutrient problems, so check your nitrates/phosphates and go from there.No sense to dip it if the nutrient problem isn't solved.
Grandis.