Kathy, I don't think any internal paracites on a shrimp or even a fish would infect another fish in a tank. It may happen but I have never heard of it. Many wild fish carry internal paracites some are quite large.
As to the copepods I of course do get water in my tank with the pods. In my tank it does not matter as I use NSW from there anyway. Some people are afraid to use NSW for fear of introducing paracites. If you run a system where you quarantine everything like many people do then you may not want to add wild copepods, shrimp, amphipods or NSW. I run my system differently and do not worry about ich or any other paracite. I am not saying to do this. Many tanks are very prone to ich, especially newer tanks. Some tanks like mine seem to be immune.
I don't want to start an ich war thread so I diden't want to go into it. Although I have been collecting these creatures and NSW for decades, not all tanks are created equal. Maybe the NSW imparts some sort of partial immunity or maybe the introduction of natural organisms on a continual basis has an effect, I really don't know.
If you want to collect wild creatures with little concern for paracites, you could isolate them for about 6 weeks in a tank with no fish. The paracites would be gone by then. Grass shrimp could be put in fresh water and left there because they can live in fresh water indefinataly but the copepods and amphipods do not last more than a minute or so in fresh water.
I am not even sure if northern paracites would infect fish in a tropical tank. Our water goes down to the fortees here in the winter, I would be surprised if a tropical paracite could live here. I am not positive but I doubt it. I know they would not be able to reproduce in our cold sea.
I have been using our local snails all of my life. The only problem is that hermit crabs kill them. I don't use them in my reef, I have them in a seperate tank. The batch of snails I have now are going on three years old.