Lysmata shrimp DO NOT show any sort of a lesion like that prior to molting.
The genus is however, sometimes infected with parasitic isopods. There is likely a female isopod in there. This type of parasite is not shed during molting but it doesn't seem to be fatal in most cases. I've heard of people trying to remove these surgically, but I can't imagine that would work because a shrimp's exoskeleton can't heal between molts.
The primary detrimental affects will be a general "unthriftyness" and weakness, although I wonder if there could also be molting problems.
JHemdal