I just tested this in game. Clicking my shoulders (myrmidon skill XI) then clicking the guardian circle III did not remove myrmidon skill. I do seem to recall this happened a very long time ago, it must have been patched to not remove the self buff.
Lucy shows changes to the myrmidon skills from slot 2 (same as guardian circle) to slot 6 December of 2013 http://lucy.allakhazam.com/spellhistory.html?id=33113&source=Live http://lucy.allakhazam.com/spell.html?id=8992&source=Live