I'll add my own experience here. I have a large (close to 4") fully mature male Melanurus that I've had for 3+ years. It's one of the most active fish in the tank and also one of the most aggressive eaters. It will usually give any new wrasse added to my tank a hard time for a day or two, before things settle down. All of my fish are well fed, helping limiting aggression. I have a large coral banded shrimp, a blood red cleaner, several peppermints, and a big Harlequin (nearly 2"). All of these inverts were added after the Melanurus, and all have been fine. The peppermints definitely hide in the rock work more during the day and tend to only come out at night after the Melanurus has gone to sleep in the sand, but that's not really contrary to their normal behavior anyway. The Melanurus has picked off a hermit or two, and occasionally an unwary emerald green crab, but he leaves the shrimp alone. All the other fish in the tank occasionally visit the blood red shrimp at it's cleaning station, though I've never witnessed the Melanurus do this. I believe one of my tangs may be helping protect this shrimp from the Melanurus, since it's not very stealthy during the day, and it's coloration definitely could make it a target.
The Harlequin shrimp has been with me from a very small size, and grew rapidly as it devoured my plague proportion asterinia population. It makes no pretense to hide from the Melanurus and I've never witnessed any attempted aggression in the 2+ years I've had the Harlequin. I will reiterate the comments of others that if you only want the Harlequin to rid the tank of asterinia, see if you can borrow one rather than buy it. It will decimate the population VERY quickly, then starve to death if you do not purposely feed it. If you're willing to continuously buy stars to feed the Harlequin, then I'd say you'll probably be fine with it and the Melanurus long-term, but you will need to buy sand sifting or chocolate chip stars every month or less to maintain the Harlequin. At first my family was mortified that I was buying sacrificial starfish, but the looks and behavior of the Harlequin soon made them get over it. It's a really cool shrimp to see wandering the tank hunting. It is truly amazing to see how fast it emerges when a new starfish is introduced to the tank. It never takes more than 5 minutes for the Harlequin to find it's new meal. Even the occasional asterinia that survives in my sump is found quickly when thrown in the DT.