Your situation is completely allowed.
The rules are that your whole army must share a keyword across all detachments, in this case AELDARI. Within detachments, they can be built on sharing a more specific keyword- in this case some ASURYANI detachments and some HARLEQUINS detachments. They can be even more specific, like using individual subfaction keywords like SAIM-HANN or SOARING SPITE- thus gaining the benefits of that subfaction(a trait + access to relic, WL trait, and stratagem.
So individual detachments can share specific subfaction keywords, and ally alongside other subfactions, but share a single keyword across the whole army.
Also remember, if you're playing narrative or open, you don't need to worry about detachments- this is only relevant for matched play(and in that being battleforged)
Hope this helps!