If I have a Skink Priest on an Ancient Stegadon in CC can the opponent direct the attacks at my priest or is it a choice between all the skinks or the stegadon? Also if I'm challenged and refuse on a Stegadon what happens?
Yes, he can direct attacks against the priest. You cannot refuse the challenge since the stegadon is counted as a one model so the priest has no "back rank" so to speak where to hide. You have to accept. BR Agrem
So then when using the Priest on an Ancient should I avoid CC or welcome it? It seems like the Priest, depending on the enemy, would likely die in the first round of combat.
This is so situational which makes the EOTG a bit controversial because in general you would want your stegadon in combat. But as you said the priest is so vulnerable on top of it. Ofcourse you can buy like dawnstone for him to get re-rollable saves and that way try to prolong his life. If the stegadon is not in combat you pay alot for just a nice model. This won't really work. I think you should try to get him into combat but choose them wisely. BR Agrem
EoTG almost always survives better in a challenge and can't engage units that have S4 except in exceptional circumstances (even lowly empire halberdiers kill the priest in 1 round 45% of the time). Also, Burning Alignment no longer has good targets (its rare to face knights). So you are paying ~100 points for a 5+ ward save which doesn't even work if your opponent has first turn and cannons.
The EOTG should never be sent into combat on its own unless it is a very small unit that you can almost destroy outright. Throw it in at the same time as another unit, and you can position the steg right on the corner so it is still fully effective but only 1 enemy model is in contact with it. Alternatively, if you have a unit at the front, throw it into the flank so there are less attacks hitting it.
I currently run a Priest hidden inside a Saurus block and an Ancient and was considering combining the two... or should I just keep the Skink on foot?
I personally put a dawnstone on my Eotg and that seems to work fine, last game he almost singlehandedly killed a big clanrat unit with a screaming bell in it.
As my Stegadon is still being built and my friends and I allow proxies of anything I'll give it a try.
I like ancient stegadon with skink chief and steg war spear. Also a good combo is slann with lore of life and use soul to stone on ancient stegadon. This will give you s6 t8 2d6 impact hits and 1d6 thunderstomp+ normal attacks. This is hard to kill and can destroy anything!