If the game has lost connection to the server, Shards do not disappear.
There are only two possible outcomes:
1. You get disconnected while using a Shard. The Shard is used, and you get a Champion. Please check your Collection to find it.
2. You get disconnected while using a Shard. This time the Shard is not used, and you don't get any Champion. The Shard is still on your account.
Please, always check your Champions and the number of Shards carefully. It is easy to lose track of your Champions if you have quite a collection.