So in my recent complaining about ESO lore being uninteresting and no one talking about it, I decided to try and delve into some of the interesting aspects. I've been reading and researching.

The explanation for the Soulless one jumped out to me as something interesting:

http://www.uesp.net/wiki/Lore:Chaotic_Creatia:_The_Azure_Plasm

The idea here is that the Soulless One reanimates when he/she dies like a Daedra and that he's able to do this because he/she has no soul, but does have some other "Anuic aspect" which allows the body to maintain its pattern.

There's further speculation that this can only happen when the Mundus is facing an existential threat. The book speculates that it's like a body fighting off infection.

Combine this with dialogue from the Prophet when he gives you your first Skyshard and I think what's really happening here is as follows:

Skyshards are literal pieces of the Moon (Lorkhan's flesh) called down by the "Heart of Nirn" mentioned in the book, in order to provide the Soulless One with a way to stabilize his form on Nirn without a Soul (Lorkhan is lending him a piece of his divinity to replace the lost soul/divine-spark that the Soulless One is missing.)

This doesn't happen in the latter Oblivion Crisis because Lorkhan's Heart is destroyed/released, taking away the Tower Defense of Red Mountain.

For reference, here's the http://www.uesp.net/wiki/Online:Soul_Shriven_in_Coldharbour on skyshards:

"A shard of Aetherial magicka that carries the essence of Nirn. Some link them to Lorkhan, the missing god of creation. If you collect and absorb its power, it should restore your corporeal form. I will summon one of these shards for you to absorb."

Lady Cinnabar http://www.uesp.net/wiki/Lore:Aetherial_Fragments the Skyshards are from Aetherius, but that they fall to Nirn under specific lunar alignments. That supports your theory that the skyshards could actually be parts of the moons.

However, Chaotic Creatia also implies that they are linked to Anu, and Mnemoli the Blue Star, who only appears during Dragon Breaks, is said to be a wayward child of Anu in http://www.imperial-library.info/content/vehks-teaching. The Prophet http://i.imgur.com/AJ4KitU.png a 'wound in time, a tear in reality that shouldn't exist and cannot long endure.' Given that the Amulet of Kings is http://www.uesp.net/wiki/Lore:Chim-el_Adabal:_A_Ballad, and that the Heart of Lorkhan is at the root of the Dragon Break of the Red moment, it's feasible that some sort of resonance from Varen's 'sacrilege' with the Amulet fed back to the Heart. Based on the Prophet's dialogue, it seems to have caused some kind of (localized?) Dragon Break and possibly to have called down 'minor' Magna Ge as Sky Prisms, either as a form of defense or just as a natural consequence of the break.

Extra-lore, of course, the reason behind that time wound comment is that they wanted to explain the presence of so many vestiges.