Lost to the Ages - p. 3 | Mutual side missions TES V: Skyrim - Dawnguard Guide
Last update: 11 May 2016
The first one can be found in the left corner of the room, the second in the right corner, the third to the right before the bridge and the fourth underwater.
Each one has to be unblocked by taking out the bone stuck in it.
When you're done, press the button and defeat the powerful robot.
After you destroy it, you will be able to head through the next grate and reach the next fragment after killing a couple enemies on your way.
The third shard has been hidden inside Mzulft, to the south-east of Windhelm.
To obtain it, you will have to open one Master or two Apprentice locks.
The fourth shard is hidden inside Deep Folk Crossing, north-east of Markarth.
It's lying on one of the stone pedestals.
New primary objective: Find the Aethrium Forge
After collecting all the shards, head to where the Forge has been hidden, i.e. the Ruins of Bthalft - south-west of Ivarstead.
After getting there, speak to Katria. The woman will tell you to place the obtained shards on the nearby pedestal. Afterwards take them and move away a couple steps for an entrance to appear.
Inside the ruins, pull the nearby lever and keep moving onwards until you reach a large closed gate.