I don't think you can find Mythril Shards in Heartless. Only in Treasure Chests around other worlds.
You can use shards along with other various things to synthesize new items
Dense Shards are found in Twilight Town, Hollow Bastion, The World That Never Was, and Beasts Castle
Blaze Shards are dropped by Hammer Frames and Minute Bombs. Hammer Frames are found in Timelss River, Port Royal, and Beast's Caslte. Minute Bombs are found in Disney Castle and Timeless River.
Lightning Shards are dropped by Bolt Towers and Rapid Thrusters. Bolt Towers are found in Land Of Dragons, Disney Castle and the Pride Lands. Rapid Thrusters are found in Land of Dragons, Timeless River, Port Royal, Agrabah, and The Pride Lands.
The Mythril Gem recipe isn't something you can find in the game Kingdom Hearts 2. It is automatically unlocked when you reach Moogle Synthesis level 8 under Free Development. To level up your Moogle Synthesis, create different items and using Bright materials (like Bright Shard, Bright Stone, Bright Gem, and Bright Crystal) will double the EXP when creating an item.
Mythril Shards either come out of chests, or usually the Shadow heartless.
well, for sure, shadows have dark shards
The following heartless drop the dark shard: Shadow (all worlds) Soldier (all worlds) As far as i know, none of the nobodies drop it
You can use shards along with other various things to synthesize new items
defeat the small jellyfish in atlantica
Some are random and some are in treasure chests, things like lightning shards, twilight shards, dense shards and those kinds of things are found from heartlesses and nobodies. But things like Orichalcums you find from treasure chests, and some you can get from the heartless that looks like a candy machine
you have to battle those blue things that fly around
Dense Shards are found in Twilight Town, Hollow Bastion, The World That Never Was, and Beasts Castle
I THINK (not sure if it's right, but if it's not I'll correct it somehow...) it's in a Twilight Town treasure chest. If not, then...keep looking in treasure chests, because I know it might be in one of them!
Power Shards are dropped by Creeper Plant and Large Bodys. Creeper Plants are found in Olympus Coliseum and Halloween Town. Large Bodys are found in Beasts Castle, Olympus Coliseum, and Timeless River.
The ingredients for Save The King in Kingdom Hearts 2 are 1 Orichalcum, 3 Twilight Crystals, 5 Twilight Gems, 7 Twilight Stones, 9 Twilight Shards, and 1 Serenity Crystal. (If you want Save the King+)
1 Orichalcum, 3 Dense Crystals, 5 Dense Gems, 7 Dense Stones, 9 Dense Shards, and 1 Serenity Crystal. (If you want Save the Queen+)