I would say no for only one reason....you know harlequins are very messy eaters and unless you are a clean freak then i wouldnt jeopradise the water quality of the seahorses. But if you are a clean OCD type person then go for it, they'll be fine
harlequin shrimp are nocturnal and will come out at night...they swill stay in the rocks during the day, unless.....they are hungry