HM obviously doesn't have 'classes', but a hybrid shek-p'var warrior has long seemed to me possible, especially through attunement to Jmorvi or Peleahn. Jmorvi spells such as Ward of Sirik, Iron Sting, Tempering and Anvil of Pytama, Sirik's Singing Sword, Charm of Theris, Fist of Kuhan and Shroud of Eliadh could all be useful to a warrior-mage, and weapon skills can be "appropriate" (ie. occupational skills) for a Peleahn Mavar. Note also that SP option points can be used to enhance family skills (once), so that a shek-p'var born into a warrior household (eg. the offspring of a knight, a clansman or a mercenary) could have some moderately developed weapon skills at the start of play.

It's absolutely possible to learn and use magic, and also be skilled at arms in HârnMaster. It explicitly says so in the books. Arcane Lore, and Arcane Discipline aren't the exclusive preserve of the Shek-Pvar, they simply have a higher tendency and expertise, some would say in learning them than say the average mud-shoveling serf, or comparatively brutish knight-bachelor whom only knows their way about swinging a mace to-and-fro. With the right attribute rolls, and tenacity, however, whether accepted by the Shek-Pvar in a Chantry, or not, one can self-study, given the will, the environment, and the means; the individual can learn magic, and with the right physique and access to equipment, can also learn how to handle arms.

Being a skill-based system really leaves so much opportunity open if the natural proclivity is there; natural proclivity being key. The skill base is the most important part of it all. A low skill base will rule what things are practically out, but even then, a stubborn character with say, SB9 could open a skill, and just spend their development rolls incessantly on practicing that skill, if they are so dedicated.