Making an Arcanist/Soldier. Playing Veteran HC with a friend so took soldier for defensive passives. I found out that skyshards has a CD though 
So I have no idea what I should fill in the downtime with. Is the magic missiles good enough as filler? Also what devotions for skyshards? Defensive devotions are fine too as it’s HC.
Battlemage is no good with skyshards, if you want a skyshard build you would’ve wanted to go Spellbreaker (Nightblade/Arcanist).
For Battlemage, you’ll likely want to either make an Aether Cadence, Callidor’s Tempest, or AAR build. Battlemage is generally inferior to most other class choices, though.
Not sure what you mean… as in melee? I want to create a caster :S
Battlemage was a poor choice for that. Probably your best bet is Albrecht’s Aether Ray, which is a laser beam that you channel.
Otherwise, I suggest Sorcerer for a fire caster, or Spellbreaker for a cold half-caster that acutally uses sky shards.
Need more info on your build. Do you want to use a shield? Or 2-hander? Or off-hand + weapon or off-hand + gun? Roger is correct in that a Battlemage isn’t an optimal class combo for the Sky Shard skill, but that certainly doesn’t mean you can’t create a build that can tackle game content with it, especially if you’re playing with a friend as that makes it much easier.
Answer those questions for me and I can help you flesh it out 
For starters though you’ll probably want Tsunami for your first devotion as it does Cold/Lightning damage which is what Sky Shards does. By caster do you mean you want someone to hang in the back while your friend is melee? Or do you want a melee-ranged caster?
Throw Feces is the best spam skill with any build
This!
Actually you can use some item skill, like [Greater] Ice Spike or [Empowered] Lightning Nova. I would recommend latter as it’s easier to focus on Lightning part of Trozan’s Sky Shard damage than on cold (mostly cuz of resist reduction) and if you’re going with shield being in melee range shouldn’t bother you.