The info from the Kimaris Vidar manual reveals that its drill lance does indeed also have a built in Dainsleif. It uses special bullets that it stores in its shields. It uses a power unit connected to the sheild and you connect that and the lance together in order to operate it.
Its also stated that the Kimaris Vidar's appearance is actually its Calamity War appearance, the way it originally looked 300 years ago. At that time, the founder of the Bauduin family, fought in it, alongside Agnika in the Gundam Bael, in order to end the war.