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Description
Ryusoul Gattai KishiRyuOh Five Knights Blue (竜装合体キシリュウオーファイブナイツブルー, Ryūsō Gattai Kishiryūō Faibu Naitsu Burū) is an alternate combined form of KishiRyuOh Five Knights. It consists of Kishiryu Tyramigo's default mecha formation, the front half of Triken, with the Knight Sword, and Tyramigo's right turret on the right arm, the lower half on the right shoulder, the front half of Ankyloze on the left shoulder, both of Tigerance's shield plates & tail, Milleneedle's tail with Tyramigo's drills on each side and the Knight Shield, and the Blue RyuSoul as the head.
This combination is exclusive to episode 38.

Yes, this formation is Canon.

Description
Ryusoul Gattai KishiRyuOh Five Knights Blue (竜装合体キシリュウオーファイブナイツブルー, Ryūsō Gattai Kishiryūō Faibu Naitsu Burū) is an alternate combined form of KishiRyuOh Five Knights. It consists of Kishiryu Tyramigo's default mecha formation, the front half of Triken, with the Knight Sword, and Tyramigo's right turret on the right arm, the lower half on the right shoulder, the front half of Ankyloze on the left shoulder, both of Tigerance's shield plates & tail, Milleneedle's tail with Tyramigo's drills on each side and the Knight Shield, and the Blue RyuSoul as the head.
This combination is exclusive to episode 38.

Yes, this formation is Canon.