The only way to earn Thanos shards when it was first released, the Thanos Raid was retired but made a short comeback during the early days of Avengers: Endgame. 

The Thanos Raid is a Marvel Strike Force Raid that comes in three different tiers, each with a higher degree of difficulty and better rewards.

• Tier I – 4,ooo Thanos Keys to start, Recommended for Squad Levels 25-40+, Gear 5+, Ability Level 3+
• Tier II – 14,000 Thanos Keys to start, Recommended for Squad Levels 35-50+, Gear 7+, Ability Level 4+
• Tier III – 14,400 Thanos Keys to start, Recommended for Squad Levels 50-60+, Gear 8-10+, Ability Level 5+