Blood shards do not go into your traditional inventory like a sword or ring would. Blood shards are just a currency number, like your gold number, and you can view how many blood shards you have in your inventory screen at the bottom next to your gold number. Unlike your gold however, there is a limit as to how many you can carry at once. A new player just hitting level 70 would not be able to carry any more than 500 blood shards. If you try to run over blood shards on the ground and it's telling you your inventory is full, it means you're at your current maximum capacity of blood shards and you need to spend them at Kadala in town.
If however on the extremely rare chance you check your blood shards and are not at maximum capacity and you still are receiving this message, then it's clearly a bug and you'll need to contact Blizzard. However, I've never heard of this being an actual bug. Odds are, you just hit your cap and didn't quite understand why you were receiving an 'Inventory Full' message without a full inventory, which is understandable for new players.
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Im guessing they must have got them before this current patch?
I do have the Falcon WIngs but not Cosmic wings as yet.. a shame that, would have liked to have got those from Adria