The Blue Shards can be traded with the Trading Guy near Mossdeep City for Water Stones--they are located in many placed but you'll find the majority of them around Mossdeep and Sootopolis Cities. Look for the dark spots in the water while you Surf and use Dive to submerge. Check the area where you Dive and you should find a Shard of one color or another--there are many places to Dive in this part of Hoenn, so expect to spend a fair amount of time looking for them
If you want specifics, try gamewinners.com or gamefaqs.com
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There is no such thing as Blue Shards, however if you meant "Blue Charms" I have provided you with a link below that should provide the answer(s) that you seek.
The color shards you can find in Pokemon Platinum are Red, Blue, Green, and Yellow Shards.
you can find them underground
yes,
you can go underground if you have the mining kit and search there and you'll find all kinds of shards.