It's RNG just keep playing
I received nothing on my first 3 run throughs. The shards are there to give you a CHANCE of gear that's all.
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Yes, but Oryx (on Hard Mode) does not drop shards, and is supposed to be guaranteed to drop at least one raid item. If he has run it 3 separate times, he should have received 3 separate items, at the very least. I've run it 3 times and have gotten 5 decent rewards.