Progressive chance is a "trap", in the sense that you aren't getting any better odds of pulling a lego. All you're getting is an improved chance of getting a specific lego IF you manage to pull one.

If you've truly used 500+ shares in "several" months, there's a very good chance you've been pulling those outside of the "correct" times - eg, during a fusion, and especially, during a champ chase / summon rush, and using the specific shards that are being boosted in terms of chances of yielding legos.

I usually try and save my shards to pull during the Cvc tournaments so as to gain the points for my clan.

I'd say that's a really bad idea. There are plenty of other less-valuable resources you can use during CvC to get points. CvC rarely has any shard-boosting events active. It's really quite a resource trap.

Agreed, shards for CvC is a really poor use for them given there scarcity.  

As to not pulling anything useful, I feel that.  Unfortunate truth is the longer you play the longer those odds get.