On two seperate occasions has this happened to me and both times I noted that it was after using the Unequip All shards option on relics. After clicking the option the shards are unequiped but are not returned to the inventory bags. I noticed because while I was trying to the equip the shards to a relic with higher stats, the shards did not show up as an option in the pop up menu. After minutes of carefully searching each bag , the shards were no where to be found. So far it has only happened twice so I can't confirm it happens everytime. .Hopefully this can be fixed easily so that people don't have to lose the shards that they spent hours grinding for.
-R.I.P Attack Rate Shard 2017-2017
Scratch this, It may not be a bug. If your bag is full the shards are moved to the scavenger. But still if you dont know they are there they disappear If you dont pick them up.