It's not oryx on hard you need, it's oryx on challenge mode you need. That's what drop d the fragment but only when it's the oryx challenge week , which is this current week, and probably one more time before the 20th September
l believe you can do the challenge on normal and get the fragment, although the gear you get on hard makes it worth trying.
Challenge mode is detonating 16 bombs at once. Having spent many hours failing at this it is actually not out hard provided your entire team know their jobs, and don't screw up at all. On normal probably not too tough to get done, although it takes time to learn the roles
I still need the challenge mode fragments on war priest and golgoroth, no idea how to do them