I had exactly the same that happen to me. A purple pseudochromis I got attacked my coral banded shrimp...
I took the pseudochromis back to the
LFS because I like my shrimp better....they are known to fight with shrimp...and I think I read somewhere that they have teeth!
The pseudochromis and the shrimp prolly won't stop fighting eachother so you should get rid of one of them...