Mana Regeneration shards have a Rarity tier of Rare and can only be applied to Rings/Relics/Gloves. So yes, it sounds like they are likely to be hard to acquire without a significant time sink, but at least they “can” drop from level 1 onwards.
Slightly more rare are the set dodge rating shards that I’m currently trying to acquire and yes, these are certainly taking a while to obtain.