I just got a small shrimp for my saltwater tank. He was digging for two days straight. Where did he go?

My shrimp came with an orange spotted goby, and i've tried to feed the goby pieces of some of my clown fish's food and he won't eat. If he is a bottom feeder then why doesn't he eat the leftover food that my clown fish didn't eat. Also my shrimp was digging for two days straight while the goby protected him, or stood next to him the whole time. Now my shrimp is just sitting in one of the holes in my mushroom anemone/coral. He is not moving, or doing anything, he is just moving his whiskers. Is he tired, hungry, what should i feed him? or are the two eating off the bottom and I'm not seeing it. Please help urgently!