Yes, indeed — it is perfectly safe to feed freshwater Gammarus amphipods from your pond to your seahorses without treating them beforehand. Just rinse them thoroughly in freshwater before you drop them in your seahorse tank and that should suffice. Any protozoans are micro-organisms the freshwater Gammarus might be carrying that could possibly be harmful to seahorses would not survive the osmotic shock in going from freshwater to full strength saltwater, so the chances of any sort of disease transmission are quite remote.
However, Lucy, bear in mind that freshwater Gammarus, such as Gammarus fasciatus, will not survive indefinitely in saltwater themselves. They will have a limited life expectancy in the saltwater so it’s best to add them to your seahorse tank a few at a time, wait until the seahorses have gobbled up the amphipods you added, and then add a few more. They will live long enough to attract the interest of the seahorses and be hunted down as long as you don’t add too many of them at one time.
Best of luck with your seahorses, Lucy!