When my nitrates were that high I had shrimp dying. Totally agree with the others who said nitrates. Clean that water up and they’ll be a lot happier! Good luck
For shrimps, I keep my nitrates no higher than 20ppm, ideally around 10-15. Do you use fertilizer? Those can increase it. If you can add floating plants like frogbit, they’ll consume a lot of nitrates. Just trim the roots when they get too long. You can also buy Seachem Purigen, it will help lower your nitrates slowly.
If you plan on doing a large water change (more than 20%) add the new water by dripping it so it won’t stress out the shrimps too much.
its unlikely that this happened because you just got them, But when female shrimp molt (grow) it releases pheromones in the water so the males know its time to breed and they swim around crazily like this
I will say that in my experience, 40ppm is still tolerable to shrimp to a degree. One time, I skipped a water change in my 10 gallon tank full of shrimp and tested the water. Nitrate was at 40ppm, but ammonia and nitrite were 0ppm. They were behaving normally – some shrimp were swimming around and some where grazing on the moss, and I didn’t see any dead shrimp.
It’s also possible that a female shrimp very recently molted, and the males are just swimming around to find and mate with her. It’s possible that a shrimp would molt after adjusting to new tank parameters.
rawtooth1 
UPDATE: all shrimps are doing good now. Chilling and grazing. Thanks everyone for the help and suggestions.
Nitrates are still too high if they’re 40
When my nitrates were that high I had shrimp dying. Totally agree with the others who said nitrates. Clean that water up and they’ll be a lot happier! Good luck
For shrimps, I keep my nitrates no higher than 20ppm, ideally around 10-15. Do you use fertilizer? Those can increase it. If you can add floating plants like frogbit, they’ll consume a lot of nitrates. Just trim the roots when they get too long. You can also buy Seachem Purigen, it will help lower your nitrates slowly.
If you plan on doing a large water change (more than 20%) add the new water by dripping it so it won’t stress out the shrimps too much.
Water is so clear!
its unlikely that this happened because you just got them, But when female shrimp molt (grow) it releases pheromones in the water so the males know its time to breed and they swim around crazily like this
I will say that in my experience, 40ppm is still tolerable to shrimp to a degree. One time, I skipped a water change in my 10 gallon tank full of shrimp and tested the water. Nitrate was at 40ppm, but ammonia and nitrite were 0ppm. They were behaving normally – some shrimp were swimming around and some where grazing on the moss, and I didn’t see any dead shrimp.
It’s also possible that a female shrimp very recently molted, and the males are just swimming around to find and mate with her. It’s possible that a shrimp would molt after adjusting to new tank parameters.