Yes, it's a good idea to boil the shells before you use them, but don't stress about the ones you didn't boil. Just be sure to do it from now on. Before I found this site, I never boiled my shells, and my guys have been fine. I do it now, though, cuz who wants to take chances?
It can be normal for some crabbies to shell swap a lot. Some are just real fashionistas.

I have two that are that way. My oldest guy, a 25 year old jumbo named Agent K, and one of my small crabs. The small guy (Green, for now due to the color of the painted shell he came to me wearing) swapped shells at least a dozen times before going down to molt. I think sometimes they are so excited to see shells that fit, aren't painted, and are the right size, that they just can't decide which one they like best until they try them all!
ETA: don't forget to take the painted shells out of there as soon as you can so there's no chance for someone to pick it back up. Most won't pick a painted shell, but you never know.