It’s in the achievements in-game (not Xbox achievements)... it will show you the skyshards collected by area... under journal I think... if you look up Auridon, for example, and exit back to the game... it will still be on Auridon when you go back in the menu which is at least somewhat helpful when you’re just trying to get them all in one region.

yes, it is available through the skyshard achievements. They will show which shards you have already aquired and which not. I think you find them under the category "character".

I have a very good recommendation for all players who want to track their character progress outside the game. You need a smartphone, though.

Go to the play store and download the ESO Helper app.

There you can create characters and manually check their progress, e.g. which lorebook you've found, which skyshard you've unlocked etc. You can even create timers for professions and riding skills. On top of that you have a full list of skills, sets, in game maps with all the locations (of books, shards and all the other stuff) and a lot more things.

I just found this app today and it's a glorious piece of work for every ESO player. I am using it now to track progress for my new characters.

I am not working for the app nor am I developing it by the way - it's just a fantastic application that improves your ESO life on consoles.