I've never seen this happen before, but I dismantled The Stag to get another Exotic Shard. Then I went to the Cryptarch to decrypt some legendaries and blue engrams, after I'm done, the shard is completely gone from my inventory.
What is going on with this game?, it's like a dog's breakfast of some good things but then you get screwed over with a lot of cheap, nasty bits. I WANT my shard back, I didn't dismantle an Exotic helmet for nothing.
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Use one shard and 2500 glimmer to buy an exotic weapon off the wall, put 10-12 motes into to max out the perks but don't purchase them, dismantle it for 2 shards. Repeat to make unlimited shards.