They will likely be agressive towards any new introduction. the good news is that they do not share the same portion of the tank. Damsels are swimmers and shrimp gobies tend to hide in substrate and rockwork. If you are interested in a shrimp goby, I also suggest getting a pistol shrimp as well. nce they find each other it is an amazing relationship to watch.
Some people are like slinkies...they serve no real purpose yet can still bring a smile to your face when you push them down the stairs!:p
Have a great day! Brian