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Yes, this is allowed not only due to the basic requirements for what you select but there are also specific Weapon Innovations that specifically call out that Weapons with the Attached Trait are disallowed though, I will say it doesn't really cover all the weird cornercases for these as things like Integrated Gauntlet on Shield Spikes doesn't work since it doesn't actually free up the hand you're using despite the Spike getting the Free Hand Trait because it does nothing to provide that Trait to the Shield you've attached it to.