The relationship between some pistol shrimp and certain gobies is a fascinating example of symbiosis. It’s wonderful that you can observe it within the microcosm of your aquarium!
Yes, sir, the concussion from the shock wave they produce with their pistol shots can indeed stun and kill small fish and invertebrates. Pistol shrimp are quite territorial towards other shrimp, and it is therefore small live shrimp that are at the greatest risk of running afoul of a pistol shrimp in the aquarium. They are quite capable of killing cleaner shrimp and peppermint shrimp such as Lysmata wurdemanni and Lysmata amboinensis.
In general, however, pistol shrimp typically do well with large seahorses. I would never trust them with dwarf seahorses (Hippocampus zosterae) but the larger breeds such as Mustangs and Sunbursts (H. erectus) usually coexist with pistol shrimp very well. They are too large to be considered potential prey by the pistol shrimp so the little sharpshooters are generally quite content simply to clean up their leftover Mysis.
I would hesitate to introduce decorative shrimp to an aquarium with the pistol shrimp, but I should think your seahorses and your pistol shrimp will merely ignore one another. As long as the occasional pistol shots don’t keep you awake at night — pistol shrimp are nocturnal and more active after dark — feel free to enjoy the extraordinary arrangement between your Randall’s goby and your tiger pistol shrimp.
Best of luck with your new seahorses and there are "odd couple" tankmates, Haynes!