You can go 500 shards without a single leg. That happens very often. 7000+ shards on a cindercoat is not unheard of. I actually felt pretty lucky getting both of my Cindercoats for ~7000 shards each. That can seem very high or very low depending on how much you play.
I wonder if/how much consecutive buys influences the drop rate. I tend to just store up 200 or so and dump them at once. But I've had zero luck with shards. By zero, I mean in the past 2-3 weeks I've dumped close to 4000 shards, 200 at a time and gotten not even a 'junk' leg.
It probably has nothing to do with it (most definitely), but I'm starting to doubt myself.