I can't really find any information on that, probably someone knows it: Are there only specific legendaries poosible from Blood Shards? And if so, is there a list anywhere?
Horadric Caches can drop only specific legendaries. Thus it wouldn't be that unusual if there are only specific legendaries for the shards. On some slots there could be none that can drop. I bought 250 quivers / 150 shoulders and no legendary yet, whereas others in my guild have gotten ~1 leg / 50 items on average on other slots. I don't need upgrades in those slots, so I don't really want to spend my shards just to test it.
[e] And another question: I read on the diablofans forum, that it isn't useful to keep the Horadric Caches and open them only in T6 for greater rewards. But when I opened some on my WD, which I farmed on my DH, only int stuff dropped. This would mean, the loot is generated when opening the cache, and thus also depends on the difficulty. Has anyone done some testing on that?