We frequently found eggs of these creatures on our dives at "Blue Beach" and occasionally the creatures themselves on night dives only making me think that they are nocturnal, well at least in the Red Sea.
This juvenile specimen was found during my 2012 trip to Anilao in the Philippines
During the day the eggs of a Spanish Dancer can be frequently found attached to various substrates
One of two very large specimens that I found during a shore night dive near Manado in July 2015, unfortunately no shrimps