Daemonheim shards can be received after leaving a dungeon, when leaving the lobby of players who have left their dungeoneering party. These shards are automatically put in a players' bank. Upon finding one, the following message appears: "You found a shard emanating magical energy during training. It has been sent to your bank." This is the only shard that is auto-banked. Make sure you have a bank space free. If a player owns the expert skillcape shard bag, the shard will automatically be added to that bag, even if it is in the bank.