Faenor's necklace is a small pocket dimension that changes shape depending on what weapon he has out. He doesn't change "jobs" like WOL but rather swaps mediums (weapons) by summoning them from the necklace. He can only wield one at the time.
I've spoken about this before, but for Caelus, all his shards share is the affinity to healing and the destined desire to help Azem's shards in every universe. More than likely, all his shards also share the love towards Azem's shards. Faenor also shares Caelus' face.
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