Red Sea Mysids??
I photographed these little chaps in the Red Sea. They were always on red sponges. They are very tiny ~ 5mm long.

They look like the image on p198 of Gosliner et al "Coral reef animals of the Indo-Pacific" - which lists them as mysids. But these shrimps were very host specific only settling on this type of sponge. Plus when I found swarms of mysids swimming around the reef these didn't have these distinctive thick white antennae. I think that they are mysids, but not the same as the ones swarming around the reef.
I have 2 further questions:
What is the white oval on the backs of some individuals. Mysid's have brood pouches - but I don't think that this is it.

Plus on some sponges the shrimps seemed to have covered themselves with sediment. I wondered why this was and whether it helps ID them:

Thanks,
Alex