First of all that is a condy anemone. It will not host your clown. Watch it though it might try to eat your clown. They do not need much light, but you will have to feed it more than brine shrimp. I would suggest some frozen krill or silversides. Every other day.
Your rock, from the pics, do not look live, or even cured. But that may just be the pics. Did you get the rocks off a shelf or from a established tank.
If you got them off a shelf the tank is not even starting to cycle. The algae is diatom algae and is a common occurence.
The shrimp was probably molting. They do this as they grow. They will hide for several days while their new exoskeleton will harden.
I would suggest getting rid of the damsels. With the money you get back, if any, buy a test kit. Make sure it has ammonia and a nitrate test kit. Nitrates will kill fish.
Next time ask questions before you just throw something in your tank. It can be dangerous.