This consistently happens if you clear or have another quest that spawns in Driftshade Refuge up by Dawnstar and Winterhold, because that's where the next stage SHOULD be. However, even if it bugs out and you go there, the shards won't be there. The quest that tends to spawn there is the Helm of Winterhold line. When it happened to me, I had to ditch my save and start over without going anywhere near that conflicting questline or the location and it worked fine. If you're on the PC you can finagle your way out of it through console commands, but on the Xbox I had no luck. There were suggestions about waiting a month in game, but that didn't work for me either.
Indeed, I have made another character and played through this quest line no problem. This is in fact the problem I believe. No fix for consoles either, unless Bethesda makes it around to patching it. Basically, you're just boned and you get no wuthrud, shield of ysgromer, no chance at aela for a wife and no chance at ancient nord armor on that particular playthrough.