Blood Shards are shattered and crumbled pieces of World Stone.
Also, there’s a giant carved crystal gem at the middle of Greed’s room in the Vault matching the color of Blood Shards which can be speculated as she took a big piece from the destroyed World Stone years ago.
Nobody exactly knows that. Maybe Kadala is not exactly Gheed’s daughter but Lilith herself, looking to bring Worldstone back together? Another godly entity in disguise looking to recreate another paradise for demons?
Never really explained by anyone. It could be theorized that she getting them from the elusive Horadrim scouts that scour the Sanctuary for bounties before you can even meet them.