Shards are to be found in:
Spider's Nest
The hidden ravine - there is a ramp in this room next to which is lava. If you have Lava walk, cross it that way, otherwise jump down at the far side and you'll find a chest with a shard.
Third piece should behind the boulders blocking the path. You can remove this obstruction by visiting Urthadalah's Den - reachable through an underwater passage off the place where you fight the Colanth.
Hope that locates them all for you!
Wyv
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