I imagine the answer is not straight forward, but how about some hypotheticals.
Suppose Alice is in shard 1, and she sends pETH to Bob who is in shard 2. When Alice builds her ring signature, are mixins taken from shard 1 only, or all shards?
Suppose Alice shields 1 pETH from Ethereum mainnet into shard 1 on Monday, and withdraws from shard 1 back to ETH mainnet on Tuesday. Bob does the same to shard 2. Do these transactions look identical on the Ethereum chain?
Hope this makes sense and I’m not a dummy!