Nil shrines were altars that were added when nil mode was added in Exxo Avalon. Now that nil mode is removed, nil shrines no longer naturally spawn. However, you can still craft it or cheat it in.
To craft a nil shrine, you will need Unvolandite Bars and Souls of Wight(unobtainable without cheats).
Before, nil shrines could be broken with Banhammer and higher. Now, you can't break them, even with Blah's Warhammer. The only way to get rid of them now is to place actuators underneath the blocks and inactivate the blocks.
Before the removal of Nil mode, breaking shrines spawns in Tritanorium/Pyroscoric ore and the second shrine broken spawns Unvolandite/Vorazylcum ore. Now, the ores spawn when breaking Hallowed Altars instead.
When Nil shrines naturally spawned, there was an infamous glitch that spawned these shrines EVERYWHERE.