Nothing happened. From my understanding, the shards do not guarantee anything, meaning that you were unlucky enough to get nothing for 20 shards. As for Golgoroth, the same thing could have happened, and you simply didn't get any drops but shards from him. It's not an uncommon occurrence.
You just have shit luck.
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It feels like the 20 shards only offer an increased chance of extra loot. Similar to how 3 of coins works, maybe better. I ran King's Fall on my hunter last week and got nothing but shards til oryx, then suddenly chest, boot, 2 scout rifles and the shotgun all at once. Yet titan run last night netted me an MG off the warpriest and a second chest piece with 300 armor when I already had better... So yeah it can be totally random. P.S. The hunter also got a 310 Invectus from the ram room chest. So he was the lucky one this week.