Yeah, I would have him alone lol. I love watching youtube videos about them even though their eyeballs freak me out. I think he would be very expensive to feed if you can't find a pet store or any sort of store that sells live crabs or food for it.
^^^ What Turtle said. They're very cool but I wouldn't want to own one. I was at Big Al's (fish store) a while back and I was taking to an employee about the mantis shrimp they had on sale- apparently one of their other employees had a finger badly broken from one of those things.
You're supposed to have an acryllic aquarium with him so he can't break it as easily, but if he broke the aquarium, you'd have to hope: A) he isn't dead by the time you found out, or B) you have an extra one somewhere. I think it would be hard to save him unless he's more lobster than anything. I think I've seen lobsters live outside of water okay, but of course they can't do it for too long.
I was surprised when I found cooking recipes about eating Peacock Shrimps lol. It seems more like a bug than a crustacean to me.