I don't know what is happening to them Could they be getting into the filter intake? Do shrimp do that? My first thought was the fish are snacking on them but my fish are fairly small and they've never showed an interest before.

Are you sure they're really gone? Not just hiding? I've heard about shrimp hiding all the time. I'm not sure what the cause is - if they're scared or if something is wrong with the water quality. Some shrimps need perfect water. I don't know if cherries are one of those. But I'd probably test the water just so you can rule that out at least...