Hmm, I tried the game again after a long time, but I can not get any loot from those turrets in Hephaistos. Is this difficulty related? Or am I just unlucky?

No turrets
 

I destroyed all turrets and never dropped a single shining...

It may be difficulty related after all. Just started a new game on normal and ended with 27 Shining turrets.

Confirming that going back to Aurora (alex) is necessary first before going to Heph for the caches.

It's not really a cache location but in the Pegasus System you can hunt down pirate freighters that come through the gate. They are escorted so don't try this too early. The interesting thing is that these freighters drop pirate ships from Gen 1 to 4. And they have this awesome blood red pirate colour.

fix
 

This was removed in last patch. No more drops from turrets in Herma.