Rather than physical armour designed to absorb shots and blows, Harlequins rely on a sophisticated holo-suit to misdirect the enemy. In game terms this means that Harlequins have no armour save as such, but always count as if they were in cover with a 4+ save. They get no additional benefit if they really are in cover and weapons which normally ignore cover will ignore their special save. This also applies in close combat and so they always gain the benefits of a defended obstacle unless assaulted by an enemy with grenades which negate cover. As it is a cover save the Harlequins receive no normal armour save in close combat. A holo-suit save cannot be used against an attack that uses a template or blast markers (such as a battle cannon or flamer) nor can it be used to save a model if it is being transported in a vehicle that is destroyed.
Models fighting a Harlequin in close combat can become confused and disorientated by the ever-shifting colours and patterns of a holo-suit. Any model fighting a Harlequin in an assault halves their Weapon Skill (rounding up).