Wait, the axle sheared? Or do you mean just the skewer? The quick-release skewer slides into a hollow axle inside the wheel itself.
The reason I ask is it looks like part of the wheel cone is stuck to the quick-release skewer (on the inside of the fork in picture 1 & 2). My guess is the wheel axle failed.
Do you have any pics of the wheel, the wheel hub, and the remaining skewer? Also, was the skewer on tight? The axle in the wheel hub relies on compression from the QR skewer to prevent it from breaking. (I notice that the skewer in this picture is in the "open" position).