Here's an example. Say the PC is a Dane and he has "Shield Wall Fighter" style that includes Shield with Spear or Axe at 95%. He wants to add Seax to his style. That strikes me as a very appropriate weapon to incorporate into the style, but its use would be very different from the other weapons in the style.
I'm reluctant to just have him spend an improvement roll (or a week of training) and suddenly have Seax at 95%, too. I'm thinking maybe I'll have him learn Seax just like normal (i.e. with two improvement rolls or a month of training giving him the base chance), and then when his Seax skill level reaches 95% he can incorporate it into his overall style and advance all those weapons together. Before that point he might have Shield Wall Fighter at 95% and Seax at 50%, for example.
That brings up the best way to handle it when he uses his new Seax skill (50%) with a shield. Does he parry with the shield at 95%? Average it (shield at 73% when used with the Seax)? Make it "Seax + Shield" instead of just "Seax," and parry with the shield at 50%?