From what I've read, they should not kill each other. People usually can have a tank full of them. They may fight/square up/spar and pull off a claw, leg or antenna, but killing should not happen or at least be very rare.
Are you sure you are not seeing just a molt? The crays will eat their molted exoskeleton to regain the nutrients. It is possible that a cray molted and while it's new exoskeleton was still soft, the other cray attacked and killed it while it was vulnerable. The cray and others could have feasted on the dead cray. I have heard of some cases where a male and female would mate and after, one would kill the other. But again, from the info I have read on this species, they are actually a very peaceful one for crays. Although the lack of hiding areas, might have caused them to fight, with no territories to claim, so the crays always saw each other as a rival and no hiding places to hide/get away. Stress from improper set ups (stress from lack of hiding places/territories, can potentially cause abnormal aggression (seen in fish behavior scenarios as well).
I haven't had these dwarf crays, but had large ones (Cambarellus clarkii) and they can certainly climb out of the tank (even if the water is healthy, maybe my case was because it was too crowded). They will venture out, dry up and die (they can crawl pretty far on land). Not sure if this happens with the dwarf crays as well.
Again, some have kept crays with shrimp with no problems, and some have problems. So it is possible the crays may have got a couple ghost shrimp. They just might have no attacked them at first from being new and stressed, or they ended up getting hungry.
Or maybe they all died for some other reason? (improper water parameters?)
Can't say for sure, but these are possibilities.