This action is perfectly normal, I have had two mated pairs of ywg in the past. I have also just setup a new reef with another pair and there trio shrimp.
When the gobies and shrimp bond which is almost instantly they begin a life of building the perfect burrow. This takes much work by all three members of the trio and sometimes it can be weeks before you see any of them in an about the tank. Gobies are sand sifters so they will not starve simply because there not coming out to eat when you feed. They have the ability to live months in an established reef because they will sift food from the sandbed.If you go riping apart your reef to find them you will not only stress them out but you could possible injure them from being crushed under a rock and such-just leave them to do there thing.
Most pistols are also nocturnal so now that the three are hanging out together the gobies may only leave the burrows when the shrimp does, which might be when your sleeping or when the lights are off.
The shrimp and gobies will also use anything they can get a hold of to help build there new burrow, my last pair used snail/hermit shells, bits of coral, and even a small piece of airline tubing that fell into my tank as construction materials-so don't be afraid if some of your hermits go missing lol, most of the time they can crawl back out tho it is kind of entertaining to watch a goby or a shrimp play fetch with a hermit crab
