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I still cant get my head around them. What do they consist of? A primary, allies/Formation, LOW and fortification. And do you get all in one detachment so if you had 3 for example that means you get 3 of each and do they all have to consist of the same faction. I know the primaries have to be the same but can allies/formations be different? The LOW of course has to represent the primary.

The Combined Arms Detachment (CAD) has to have 1HQ and 2 troops minimum. You then have 1 HQ, 3 Elites, 4 Troops, 3 Fast and 3 Heavies you can fill in if you wish.
You may take unlimited CADs as long as you fulfill the 1HQ, 2 Troops requirement for each. I believe there *may* be a bit more; I don't have my book on hand at this moment, I'll check it soon.

I know the primaries have to be the same

I assume you mean CADs. You only have ONE primary; this is the detachment your Warlord comes from. All other CADs may be from any Codex/Faction, including the same as your primary.

In essence it's a way to run nearly an unbound list without actually making it unbound, or at least that's my understanding.

I.E. if you want to take 9 elites choices, you just have to pay a 'tax' of 1 HQ and 2 troops per 3 elite choices.

 morganfreeman wrote:
In essence it's a way to run nearly an unbound list without actually making it unbound, or at least that's my understanding.

I.E. if you want to take 9 elites choices, you just have to pay a 'tax' of 1 HQ and 2 troops per 3 elite choices.

Pretty much. The more I looked at it the more I realized Unbound was for either very weird lists or for folks with small collections or wanting to run just certain models from various armies.

Combined Arm Detachments are one of many types of detachments which can be taken by a Battle-Forged Army. These Detachments have three major elements to keep track of, a force organization chart, Restrictions on what Units can belong to the Detachment and Benefits from being part of the Detachment. One can take as many Detachments as they want as long as they meet the minimal requirements on the chart and the Restrictions themselves, and keep in mind that no Restrictions to date force Detachments to be identical to each other. In this case we have the "Combined Arms Detachment," considered the most default of Detachments as it follows the most familiar Force Organization Chart, which grants a number of Units, Lord of War and Fortifications within the single Detachment.

it is perfectly "battle forged" to take the Nid skyblight formation twice, and nothing else.

Pick one of those formations to be your primary with your warlord, and you are good to go.

If you want, you could add an Allied Detachment of (anything but Nids), or a third formation (Nid or Tau, or anything); or you could even add a CAD and just not have it as primary.