Yes, they are a bit of a tough race to play as due to the fact that they haven't seen as much UX love as Humans.
Void Shards/Crystals can be found underground. You can build the Farsight Beacon to help you find those. The Beacon will denote underground void locations with a pink sparkle fx.
The best method to create void shards and crystals are the Retrograde Arcanum and Transmutation Chamber rooms. The Arcanum lets you turn shards into crystals. The Chamber lets you turn simpler materials into shards.
Also, keep in mind, that you can turn on any skill for the Ancients to have them do things outside their specialty if you're in a pinch.
As for Void Woken running out of energy, they don't actually use the immortality tomb. That's only for the Ancients. You can summon more Void Woken at the Summoning Chamber.
Hope that helps. The Ancients are still a work in progress and their flow isn't perfect.