They can easily crossbreed & so you need to keep them in different tanks. They are also slow growers, so don't expect them to be fully grown in a few weeks.
I would start off with 1 species & then when they'll breed & you'll raise the fry, you can move on to another species...... I think that it will be more interesting this way.
Any species of fish will eat tiny shrimp hatchlings, while with fully grown shrimps, it will be a different thing, but still they'll be seen as food by most fish.
Cherries are quite easy & apart from Amano (these need sea water to breed), they're the only species I've kept & bred.
Please treat Corydoras as community inhabitants & not as scavengers.

