Watch out, the max amount of mega shards you can have is 999.

I always collect them while I traverse the city so I think I lost several hours of collecting because suddenly I realized the cap was 999. I collected some more to be sure, and yeah If you keep collecting them and don't spend... You'll be losing your time, because there's so many you can get. So try to spend your shards and if there's nothing to spend them on, you can just stop collecting.