You don't need a Red Shard for Dive.
find it using dive
to get a red shard in emerald, you have to go to route 124. Hope this helped You have to dive underwater using hm dive and find them hidden in pale couloured stones, such as those you see in caves
First find a Red shard underwater you can find dive spots that lead to red shards near the hunters house which is west from mossdeep city trade the red shard to the hunter to get a fire stone.
find a blue shard using Dive, and trade it to the guy by Mossdeep, or catch some clampearl, they hold blueshards too.
go at the near of lilycove city (sea) use dive and you will find another hole and use dive.but you can find it in underwater
You first need a yellow shard these can be found using Dive near the Hunter's house, Second give the yellow shard to the hunter he will trade you a thunder stone for the shard. Another way to get a thunder stone is by trading a Pokemon from firered or leafgreen that is holding one to ruby, sapphire or emerald.
You find them under the sea after obtaining the hm dive
After you have defeated the hideout at Lilycove city and head for Mossdeep city you will see some patches of dark water which you can dive in after you have defeated the gym at Mossdeep city you will be able to dive. If you go to the outskirts of the city you will find a house . In that house a man says that if you find him a shard he will trade with you. The dark patches of water you saw before are the places you must look for shards. when you are underwater look for marks that will have items in them. Once you have a shard it could be a green shard, red shard, blue shard or yellow shard. A green shard will get you a leaf stone, a red shard will get you a fire stone, a blue shard will get you a water stone and a yellow shard will get you a thunder stone.
to get a water stone you need to find a blue shard and give it to the man in the house about half way beetween lilycove and mossdeep. (NOTE-to find a blue shard you need HM dive to dive under water.)
you can find dive balls at the mossdeep city pokemart
first its regice, second you dont dive he is somehwernear dewford town on an island in a cave
You will need the Dive HM which I think you get from Stephen after getting the badge from the Mossdeep gym. Then use Dive out at sea and you can find shards underwater aorund the Mossdeep and Sootopolis areas.