The fish probably had velvet when you bought him and the stress of the move pushed him over the edge.
It would be a good idea to leave the tank fallow for 6 weeks to make sure any more fish that you add don't get marine velvet and in future quarantining in a hospital tank so you can medicate is the best way to avoid this happening.
As far as the shrimp goes, if you rush the acclimation time they die, there is no way around this (I've tried).
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