I don't remember exactly what the shaod is so I am going off what the coppermind says so please forgive me if this does not exactly make scence.
Anyway: Ryshadiums are changed by a spern bond. Therefore attuning them slightly to a shard. The shaod also transforms people into something else through attuning them (Slightly [I think]) to a shard. Therefore because they are both attuned to a shard a ryshadium will travel to elantris, become an elantrin and become the shard of honor and devotion (I think that was the shard. If it's not please correct me)
Splintering and Calvin (From Calvin and Hobbes)