Same problem. Haven't yet managed to get to Oryx due to people in my fire team dawdling or taking too long to cross the hive ship chasm, but have killed war priest four times and gotten nothing but shards three of those times while I watched my teammates all receive a weapon or armor. Killed golgoroth once and got gauntlets. Last I got nothing but shards in the first three chests. What's the point of playing the raid if there's a good chance your effort goes unrewarded?