In my opinion, I chose not to use wool. It's gona clog up detritus and I don't think it really do much to maintain your water considering the hassle of changing every week. Alternatively you might like to look at poly filter wool, at least it's benefits seems to outweigh it cost of Cumbersome weekly changes.
I would take out the biomedia and shake it or rise it with salt water every 1 month plus or 2 months to get rid of any detritus.
Personally I don't use market prawn to cycle, however I guess it would be safe to remove it when ammonia and nitrite reads zero or close to it. I believe you should refrain from water changes during cycling as well.
Cheers