You could have easily found it on other threads, but I'll tell you any ways. They are like finding iron ores, but they look blue. That is also how you find ruby, emerald, and gold shards/ores. While iron ares are pretty common, all the other types of shard/ores are really rare.
Hey when i fought the snake boss i got a sapphire shard no problem use the boomerang to keep the snake boss at bay until its dead then u will probs get a sapphire shadr most likely Hope it helps