Use dive on all the small dark areas of water from lilycove to mossdeep. Just click the a button repeatedly whenever there is a space underwater with no grass until you find shards. When you get a shard, you can take it to a man in a beachhouse near lilycove. He'll give you a stone that matches your shard (a yellow shard will give you a thunder stone, blue is water, green-leaf). Hope this helps.
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yellow shard and red shard and green shard
Red Shard Blue Shard Yellow Shard Green Shard Violet City and Fuchsia City
Blue Shard- Route 124; Wild Pokemon. Green Shard- Route 126; Wild Relicanth. Red Shard- Route 124; Wild Pokemon. Yellow Shard- Route 126; Wild Pokemon.
If you mean the Thunder Stone, go to the New Mauville Power Plant.
Sorry but there are no shards that can accomplish this task. Actually there are only four (4) shards that are called Blue Shard, Red Shard, Green Shard, and lastly the Yellow Shard. These of which when traded to the Hunter become a Fire Stone, Water Stone, Grass Stone and Thunder Stone. It has been a pleasure answering. Please contact me if you would like to know more.