I've found the ones in the place where the quest starts, north of Markarth, and south of Windhelm but there are no other quest markers on the map and I don't know where to go(clairvoyance doesn't work either). I just need one more and I can go to the aetherium forge. By the way does anyone know where its at? Mainly I just need the fourth piece though.
Madness? THIS IS SKYRIM!!!(kicks dragon into pit of death)
Arkngthamz per wiki "Arkngthamz located in The Reach near Dushnikh Yal and Valthume."
Raldbthar per wiki "If you started the quest, Mourning Never Comes, for the Dark Brotherhood, then the ruin should be partly cleared. If not, the player can find the ruin by heading to Windhelm and searching on a summit located east of the Dragon Nest Shearpoint, northwest of Gallows Rock, and southwest of Anga's Mill. "
Mzulft per wiki "The third Shard is located in the Dwemer Storeroom right before the entrance into Mzulft."
Deep Folk Crossing per wiki "It is a landmark that is located slightly northwest of Bthardamz, west of Druadach Redoubt, and southwest of Mor Khazgur."
The forge is located at Ruins of Bthalft per wiki "It is the Ruins of Bthalft, which is located southeast of Ivarstead and east of the Riften Imperial Camp."