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Stage 1
1: This first shard can be found to the left of the first water tower you come to. Hit the time-out and the shard will be above where the clock was.
2: Just after you rescue Jef, time-out and you will see the shard appear just above where the large yellow dumpster was.
3: Just before you reach the second water tower, there is a white van to the left of it. Up near the top of the screen, to the left of the van will be the third shard.
Stage 2
1: Before you reach the first doorway to run through, you can find the shard up to the left before you go through.
2: Just after the blue window and purple door that you need to shoot through, the shard will be on the right side, across from where the blue window is.
3: Once you reach the boss, the shard will be to the left of it, in the centre of the area.