Here's how Asgore actually got the shard:

> We're the infamous dog-burgulars, The Wet-Nose Bandits.
> (We were getting ready to sneak into that big house over the holidays...)
> When we were attacked from the shadows, by something MERCILESS!


So lets establish a timeline

>last holiday, so a decent amount of time before the game started
>The Dog gang led by Muttler fights the Roaring Knight outside the Holiday mansion
>This is when Muttler died
>a shard came off the knight's blade
>Asgore found it when cleaning up the grounds and this is what led him on his schizo search because it confirmed what he witnessed earlier with dark worlds was real