Poopians is right on about color. No one really seems to know what triggers the color changes.
Mine tend to run up to each other , wave arms, and run away again. There is the occasional skirmish. I've not tried keeping them with shrimp, although they are just a tad larger than adult neos when full grown, and shrimp are faster. Not as aggressive as CPOs.
I still think dims are awesome. They are the smallest crays I've found, and many can be kept in a tenner.