I guess it could be a wrasse cocoon?
Can you snap a picture of it?
Usually a wrasse sleeping cocoon kind of has a sleeping wrasse in it (don't ask me where the cocoon goes when the wrasse wakes up but I've never seen them linger for long), so .... I dunno I kind of have my doubts. It could be, it could be something else.
I've never noticed my sea hares shed their skin but then I don't know much about them. Sorry.