I had similar experiences with my first load of shrimp. They are generally pretty hardy things, their only weakness is (as mentioned) Ammonia, Nitrites and Nitrates, aswell as chlorine from tap water. They also need alot of oxygen.
When its due to oxygen, the bigs ones go first, as they have higher oxygen demands then the little uns. This is what i think killed all the big ones I got out of the river near us (Its a pity cause one was definatly 5cm, maybe 6 ). This could be why your bigs ones are karking it.
However, I'm not sure about the smaller ones. It could be the decaying old ones, but I'm not to sure, it was the small ones that always lived for me.
Re Romeo
Mine may have been sourced from a Koura farm too, next time in Animates I will check where they get them from. It could be that because they have less competition in captivity for food, they don't develop the same aggressive tendencies towards other species =o.
Some time I'm gunna try and get me some more shrimp, I don't want to take too many at one time, I mean taking them in the first place is bad enough, so I'm trying to space it out a bit.