Skirmishers already can provide a supporting file in a melee, by moving to an overlap position.  If the enemy UG then expands in the movement phase the SuG is pushed back.  If the enemy UG expands in the fighting phase then the SuG becomes engaged in the melee.  Note: that it is only if charged in the open by an enemy TuG that isn't close to breaking that a SuG is dispersed.

Does that help?  It is not the easiest concept to explain.

Gaugamela is tricky to do - like a lot of historical battle refights  How much command you give each army will make quite a difference as to how they can operate - I susepct you'd want to give the Makedonians an advantage here which would allow them to manoeuvre better than the Persians and also be better able to buy off wounds.

As for using the Agrianians we're looking at how they operate in conjunction with the heavier cavalry they are supporting. This is something I find difficult to explain in words    They can use their shooting, obviously. This may not mean just advancing up to 2 BW away though - if you use a cavalry unit that can evade to be in a position where the Persian cavalry will want to charge them, you can look to position your Agrianians further back but in such a position that the Persian path of charge comes close enough for them to shoot, and still be able to safely skirmish (the ability to add 1 to the skirmish dice helps a lot here).

This can also be done in conjunction with longer range skirmish units such as archers (which IIRC the Makedonains had with the Agrianians). Acting in conjunction with a good fighting unit such as Companions can help as well, as the Agrianians may be able to shoot but not be charged as the Persians won't want to fight these better cavalry.

If as I suggest, the Makedonians have more command than the Persians, then they should be better placed to manoeuvre skirmishers into position to shoot whilst being relatively safe themselves.

Also, in the wider context of the battle, the Makedonians will be aiming to put indirect pressure on the wing with the threat of Alexander leading the Agema into weaker troops which can force the Persians to take pressure off the Makedonian right. Again, if you are refighting Gaugamela how you have set up command and control will be a factor.

One might view the Agrianians as being the ME of the companions/Agema cavalry killer stylee?

You CAN join a melee as a SuG as a supporting file. If Superior and ME you will even get a white dice unless target has a melee claim.