Why don't you give us a full write up of your current water parameters, how long you got the shrimp, how old the shrimp were when you got them (adult? juvie?) and where they came from. What they look like at death may give us pointers, too.
Tank setup and/or pics may also be helpful and perhaps we can help you figure out the cause of deaths. Knowing your source water parameters would be good, too.
I've had unexplained shrimp deaths in the past and even with giving out *all* the information I could think of, no one could pinpoint a cause so copper was considered to be the culprit as well. My LFS tested the water for me (I didn't feel like buying a test kit for that...) and said it was fine. One person was able to figure it out which was so simple and stupid. I can't guarantee the same success as it could be different for you, but starting out with that information may help and we can expand from there. Unfortunately in my case, I ended up losing a lot of my shrimp, including one colony that had just started taking off, due to other unforeseen circumstances. My current colony has at least had a recent population boom, and I've had them for a long while now!