The "shell" is how he stays at EM.  When Absorbing Man takes on a property, he transmutes his entire body.  He also comes with HUGE durability and near Class 100 strength.

Diana has used the lasso to surround her to protect from magic, tp, and also physical damage.  By using Kevin Levin's ability, she will automatically be surrounded by the lasso's substance.

The Aegis bracelets are impenetrable to physical attacks, and also magical attacks.  This is also added to the shell around her body.

This can work because not only am I Kevin Levin, but I'm Wonder Woman as well.  And these are Magical metals.  Wonder Woman's powers are divined by the Gods of Myth.  It's how she has a Tiara that can decapitate MagiX, and Sword that can shave electrons.

Another thing, I never brought up the fact that your amalgam keeps it close by wearing the Nega Bands.  Well, I already mentioned that they are best used by somebody with Kree physiology.  But also, if I am hitting you and your body goes intangible....

what happens to the bracelets on your wrist???? 

And considering Ms. Marvel is definitely familiar with what the Nega Bands are and what they can do, you KNOW my character will snatch them at the first chance she can get.