by the first shield shard, you mean shard A, right? that one's normally supposed to show up in the lowermost section of the forest; the bigass area with the hedges. it shows up on the version I played, so that's...strange. just so you know, one of the shards you get by talking to one of the guys in the Shroot village.
as for enemies chasing you, this is based on level. enemies are less likely to chase you the higher your level is compared to theirs. if you find enemies chasing you frequently, it probably means you should opt to fight a little more and to run a little less.
as for everything else, thanks for letting me know, and I'm glad you liked it!