Today, I turned on my shrimp light this morning as usual, and my one shrimp was on the glass and seemed completely fine. A few minutes later, he swam to the top of the water. When he swam back down, it looked like he was holding onto something. I don't know how to describe it; it just looked like he was holding on to some sort of clear object. He swam back down with it, and began swimming on his side. Sometimes he sits on his back and flails his legs. I thought that maybe he's trying to molt, and that the clear piece it looked like he was hanging on to was his molt, but then I read that shrimp usually hide when molting and that they stay still. He went into the cave for a bit where I saw him flailing around through the holes in it, but now he's back on the outside of the cave flailing on his back.
Nitrates and nitrites are at 0 ppm. Ammonia is at 0.25 ppm. I tried to change the water before in the past to get it down to 0, but it stayed at 0.25. The shrimp have always seemed fine with it, so I never thought this ammonia level was a problem. I also thought it would make sense that there'd always be some small amount of ammonia in the tank since there's no filter, but correct me if I'm wrong.
I attached 2 photos that aren't the best quality, but you can see the clear piece hanging off of him. I circled it in the one photo.
Should I do a water change to get rid of the ammonia? Is he trying to molt? Should I turn off the light? He literally seemed completely fine until I turned on the light and he swam to the top. What should I do? Please help!

Update: He is now in the corner of the tank curled up on his side with not much movement. I read that shrimp curl up when trying to molt, and at this point, I'm assuming that he's just trying molt. I hope he makes it. What could be some causes of him struggling to molt?