EVERY game works like that. If you need something you don't play every level until you get it, you go to the designated level and grind it.

This way it's like you are chasing the shards, when in fact they should be in one place.

And you did not understand what I wrote... I said "shards should be exclusive to levels" NOT CHAPTERS. You have like 12 different levels in every chapter, no progress will be stoped.