I've been thinking about how to spend my legendary shards to get something out of them before they disappear.
I'm thinking top priority should be buying enhancement cores, since those are uncapped:
150 shards for 5x Enhancement Cores daily
Next is buying the more expensive enhancement materials; although they're capped, you can always just go upgrade some stuff to stay below the cap:
400 shards for 1x Ascendant Alloy weekly
1200 shards for 3x Enhancement Prisms weekly
If you log on every day, that's 2650 shards per week.
Then there are some uncapped resources that can be purchased without limits to burn any remaining shards:
10 shards for 1x Phantasmal Fragment (at least these can be converted back to glimmer!)
3 shards for 1x Raid Banner
It sounds like we'll still need shards in season 23, so I shouldn't spend them all before then, so hopefully these exchanges will still be available in season 23.