Vex Thal is the end zone of Luclin. It's where all the shiniest loot comes from, and it also provides some of the most difficult encounters of the whole expansion. It is a keyed zone, and the key has several parts.
Part 1 - Lucid Shards
There are 10 lucid shards that you must obtain. The item is simply called "Lucid Shard", and they are lore. They come from 10 different zones throughout Luclin.
Arguably the easiest shard to get. It drops from any of the Rockhoppers or Sambata in the rockhopper cave (depending on which race is spawned at any given time). Two to three clears of the caves should net you this shard.
If DSP isn't the easiest shard, this is for sure. Kill Sun Revenants / Sun Reavers, but only the ones on top of the plateau in the zone. The drop rate on this shard seems to be quite high.
Also a high drop rate shard, the highest drop rate coming from the A Sun Revenant (Skeletons) near the lakes in the northwest corner of the zone.
Probably the best place to farm this shard is at the far end of the tunnel in the room next to The Va`Dyn. Watch out for the traps ( small piles of broken stones on the ground). Kill A Shadow Reaver / A Shade Golem / A Rubble Rouser / Shaded Stones.
You'll need to head to inner Acrylia for this one (through the click up). Slaughter the mobs you find, and you'll grab this shard. A Grimling Prison Guard / A Grimling Deathguard / A Sanctum Bloodguard confirmed by Alla.
Sanctus Seru / Katta Castellum
This shard is easiest to farm in Sanctus Seru. From the zone in, head into the first large outdoor area (do not take the turn in the first tunnel.). Once in the open, turn right, and along the wall very close to the tunnel mouth will be a crystal plate on the wall, click this and you will be teleported up to the second floor. Here, the wanderers drop the shards.
This shard is somewhat of a pain. Head into the Shik`Nar tunnels near the zone to Twilight Sea. The shards from from the Shik`Nar Warriors, Royal Guards, and the princess. The ones at the beginning of the tunnels do not drop the shards, you will need to head deeper into the tunnels, in the room next to the room where the royals spawn.
This shard has the highest drop rate from the named Goranga in the zone. One of the best places to farm this shard is near the Akheva Ruins zoneline. On the left side of the building outside (if you are facing it), you can set up camp. There are three Goranga camps close by, one directly in front of you, one over the hill to the right, and one further out straight and to the left. Clear the camps and wait for the named to spawn.
The highest drop rate for this shard is beyond the invisible bridge, however it can drop from any thought horror in the entire zone. Once across the invisible bridge, slaughter the thought horrors.
This shard drops in the undead caves in the basement of the zone. Head down to the area where the Taskmasters and the Cursed Cycle event are. Through the gate and straight across into the mines is where you want to be. The entrance of the mines is a safe spot, but watch out for the see invis Taskmasters that wander as you are running inside. Everything else will not see invis (save for the undead). The shards drop from A Poxed Soriz/A Soriz Corpse/A Soriz Drudge only.
Part 2 - Glowing Orb of Luclinite
Done with your shards? Congratulations! This is the most time-consuming part of the quest. The next item you will need is Glowing Orb of Luclinite. These drop from many various named throughout the expansion. Head over to Alla and look them up.
Part 3 - Planes Rift
Whoa.. it's the last part..and the most difficult. You'll need to obtain a Planes Rift. These drop from A Shissar Wraith, but only after a kill of Emperor Ssraeszha. You'll need to complete your Emperor key for this one.
Part 4 -The Turn-In
You'll need to locate both a Summoned Wisp Stone (Mages) and an Essence Emerald and head to Akheva Ruins. You can refer to the Allakhazam guide for the specifics of the turn in. Congratulations - You are the proud owner of your Scepter of Shadows! Welcome to Vex