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I personally think the shells should be removed. Better safe than sorry. Powerheads shouldn't be a problem as long as they are secured. The intakes should be covered with sponge, and you might glue them on so they can't be pulled off.
I wouldn't glue them until you get your octopus and he is overly-curious about them. If you ever need to take it apart it will be difficult to take the glued piece off. Glue to use would be super glue gel, I know I'm going to spell this wrong, cyanoacryllite. If you glue take powerhead and intake tube out of water, put glue on one end, hold it for 30 seconds to a minute, then dip in it water which will make the glue form a "shell" a speed the hardening process. Hold it for a minute or two in the water (just wait til you think it's hardened enough to hold itself, then place the powerhead where you want. I would wait at least a half hour before turning the powerhead on after gluing.