Good thing there is a delve map, since finding its entrance would be a major problem without it. The reason is the very small delve entrance door. If you come from the south, you should spot it close to several rock boulders. Go inside to enter the Hrota Cave solo dungeon.
At the start of the dungeon you find Mel Adrys who gives the quest “The Vampire’s Prey”. It can be done easily for extra experience.
For the shard, head to the northeastern part of Hrota Cave. To reach some of the dungeon’s rooms, you’ll need to go through the hidden passages. They are just like the doors, you have to open then in order to reveal hidden paths. If you are being chased by enemies, be sure to deal with them first, or you might be unable to use the passage. The room, in northeastern part of the delve, is small like the other ones, you won’t have problem spotting its main prize.