To reach this skyshard go to Lower Yorgrim, follow the road out of Windhelm going northeast. Go to the northeasternmost building in Lower Yorgrim and head northeast of it, trying to reach the small peninsula and an island next to it on the map. On your way uphill you will soon reach the entrance leading into The Chill Hollow. Now, head northwest from the entrance and you will see the skyshard lying in the snow, next to a tall tree.
Northern Easthmarch, east of Windhelm Wayshrine, northeast of Lower Yorgrim, northwest of The Chill Hollow public dungeon.