Khionian speculative biology
I love the Khionians, but we haven't gotten nearly enough about them. Probably won't get a whole lot, given Star Trek writers always give more attention to distractions like "plot" when the xenobiologists are begging for hard data instead.
But here are a few thoughts.
The most important thing, I think, is that their scale form isn't their "real form." If it were, they'd wear it at home, for their weddings, and so on. And Darem doesn't seem the kind of guy to hide being Khionian.
No, I think it's their underwater form, or perhaps even their deep-water form.
Darem can withstand immense pressure differentials, apparently both high and low pressure. Khionians would adapt to high pressure in order to be good divers, but they don't do that like a blobfish does—being adapted to depths and not to lower pressure. If so, it wouldn't have helped Darem survive his spacewalk. Instead, I think those scales are very strong, a covering that protects them from both high and low pressures. I think they also cover all his orifices, which is why he doesn't lose air through his nose when out in space.
Khionians canonically breathe air. Hence the battle breathing. I think they are more similar to cetaceans than fish: like the sperm whale, they can take in a lot of air at once and survive on it for some time, deep under the sea.
These adaptations were never meant for spacewalking, but they work for it. They can transform their skin to a very hard, strong layer which withstands huge pressure and temperature differentials. Then on land, they can somehow retract those scales in order to be more functional and flexible there.
Those are just my thoughts. Anybody got more?