Question: where are all 4 aetherium shards?
Answer: Mzulft. The location numbered "4" in Katria's Journal is where the next Shard is located, in the Dwarven Storeroom right before the entrance into Mzulft. It is found along the eastern side of the mountains of Eastmarch, southeast of Windhelm, and directly north of Cragslane Cavern.