He couldn't utterly shatter it. In her true form, Twili Midna possesses incredible power to the point she discards the use of the Fused Shadow as she no longer needs to rely on its dark power, implying that her true form's power is even greater. Bridge of Eldin. After obtaining the last Fused Shadow, Zant catches the two of them off-guard and seizes the Fused Shadows, exposes Midna to the Light Spirit Lanayru and makes her fall ill; and curses Link to remain in wolf form, causing him to seek the Master Sword to reverse this. This interaction usually comes from Midna, while Link usually just plays it off.
The name "Midna" may have been derived from the word " midnight "; this further plays on the motif of the times of day in Twilight Princess. Link is stunned to see her and she asks if she is too beautiful for him to speak words.