In order to build an Alluvian Skirmish piece, or "Eudaemon", you need to trade all 3 original items (A Head, Body, and Legs) along with one of the new Eudaemon items. Right now only Rala and Cirdas heads work cause those are the only zones.
Thats it, one Eudaemon is required, each one has different benefits for certain jobs, and SE has spelled out which effects which. However the exact potency of those buffs are inconclusive, but you don't need a blade to win a DD set up run.
I'm not sure if the effect given is random, but my party received melee attack bonus when the KI was built with this. May explain why this one is more expensive than it's counterparts.