I think there's no official answer to that question, but here's my theory if your interested. The first time the band is given this prisma-like artifact, it turns into little puppets of themselves playing (in SOMETHING ABOUT US). Later in the film, it is seen to give them instructions on how to get to Earl's castle, opening doors and even deflecting bullets (all of this in VERIDIS QUO). My thoughts on this is that this prisma (of alien nature, after all) responds to the band's immediate needs. They see the puppets because they needed to remember who they were. They get instructions to Darkwood Manor because they needed to get there, the same with closed doors they needed to open. And Baryl obviously needed to survive that gun shot, so the prisma thing deflected it. So, in short, it's a gift of power Shep leaves them so they can return home. The creators never lead us to believe Shep was there before and made a key, there's nothing there to make us believe that, he's on planet Earth to save them and that's it. I hope this is useful for some of you.
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