Finally, someone else uses the shrimp method besides me. XD
I'm pretty sure I had every problem you can have with this fishless cycling method and that includes smells so bad I'm surprised the other tenants in my complex didn't complain to the landlord. But don't worry, all my fixes were quick and the smell did go away quickly. So even a dorm room should be able to handle a cycling tank if my apartment survived it. :)
I will say this much first. The only time I really had problems with smells was the first week. So maybe the beginning of the cycle smells a bit no matter what you do. I wouldn't be surprised if ammonia seeding reeks and then the smell subsides as the cycle progresses to the next stage. I know I didn't smell anything as ammonia became nitrITEs and then nitrITEs became nitrATEs. But I did figure out a few tricks to decrease how much I smelled during the first week. Since the other renters haven't chased me out of the complex with pitch forks, I will assume my actions did make the dead shrimp smell go away. XD
Did the shrimp float to the top and stick out of the water? If the shrimp pokes out of the water, the scent of dead shrimp is in the air and you will smell it. I used cheese cloth at first before using a stocking. As the shrimp rotted, the cheese cloth blew up like a ballon and started to float at the surface. I wasn't expecting that so I so I moved the cheesecloth into a stocking (all done underwater) and then held the stocking down with my decore. That shrimp was not making it to the surface again. XD
If your shrimp is completely submerged, then it could be your tank. It may not block out water smells as well as the tank I'm using. My hood also had a light I used as if fish where in the tank and the temp was about 81 degrees. So I think I rushed to the nitrITE part of the cycle a bit. ^_^; I was using the petco bookself tank
for my set up which has a pretty good cover and doesn't leave many gaps for smells to slip through. If your tank doesn't have a cover, or the cover has really large air gaps, then you will smell the shrimp more than I did.
Here's another bit of advise for when the cycle is over. I knew I would smell dead shrimp if I took it out of the water and let it hit air. So I filled a zip lock bag with tank water, slid the shrimp in while under the water, and then ziped the top closed before pulling it out of the tank. I didn't smell a thing that way.
I hope this helps with your smell problem. If it doesn't work at all then a picture of your setup could be helpfull. :)