The Wonderland Board

I have the red, blue(cyan) and dark blue(indigo) shards. I've wandered over and over looking for the orange shard and I just don't know where to find this shard.

The orange shard is supposed to be the very first one you pick up way before you ever reach wondertown. If it's missing, head back east of wondertown until you see the windmill. Top left corner of that area is an arrow that will end you up to where you played the first 5 or so levels of the game. The Orange shard is in there.

I originally requested help in finding the orange shard and I thank you for the quick reply. In following your instructions, I have come to the possible coclusion that I already have the orange shard and that it is the red shard that has eluded me. Could anyone help in locating the red shard. Thanks in advance.
Armando

The red shard is in the part where the Giant Mushrooms are.
You need most of the mushroom keys to get it.
Good luck.
jg

And you went to the Foggy Mountains? But not to the Mushrooms? Strange, I think that's not possible.

I've started a new game. So soon I'll be there too. Then I'm going to check if you could leave the mushroom area and go straight to the Foggy Mountains! I'll be back to give update!

Armando - the orange shard is the very first you find, the one that you discuss with Jedlic and that sets you off on your entire adventure. So you must be right with your guess of having the orange but looking for the red shard.

Erwin - you can actually get the blue shard before the red shard. All that prevents you from going to the Foggy Mountains is the east star gate of Wondertown. After enough adventures are completed you can travel east and explore that whole region even if you don't have the red shard - the game take both possibilities into account.