I learned something recently on this forum. Bivalves, like oysters and clams, have shells made mostly of calcium. But animals with exoskeletons, like shrimp, have shells made of chitin, which is mostly protein, not calcium. So, yes, those shrimp shells will be a good protein source. If they have access to grit, they can grind them in their gizzard.
One word of warning. Chickens do not handle large quantities of salt real well. Spices and such are fine, but if they are salty, you probably should rinse them off to get rid of the salt first.