One of your legendaries has to be the “Unity” legendary. The unity legendary has the same powers as the covenant legendaries. (Which for a Necrolord Paladin is the Duty Bound Gavel power.) For that one, keep working on the Zereth Mortis stuff.
When you get to the end of the main campaign, you’ll get a legendary Unity belt (which will be the equivalent of a rank 6 legendary.)
When you get to revered with the Zerith Mortis faction, you can buy the Memory of Unity, which will let you craft the Unity legendary at any rank and in different slots. This is the only way to get the double legendary second power at rank 7 or in a slot other than belt. This one can be crafted in most gear slots, so you might want to look up a pally guide to see what the preferred slot is. But I’d just use the “free” belt you get from the Campaign until you’ve got your second legendary done.
To craft a legendary, you need to have unlocked the memory (just right click a memory while in the room with the Runecarver to teach it to him.)
For your second legendary, the Shock Barrier memory drops from Layer 3 or higher in the Coldheart Interstitia wing of Torgast.
Then, you just need the materials. You’ll need the base item of the rank you want. (You want rank 7.)
I’d jump right to the rank 7 legendary so you don’t have to buy multiple base items. (When you upgrade a legendary’s rank, you get credit for the legendary materials, but any old base items are lost.) As you noted, at this point in the expansion, it’s going to be cheaper to just buy it from the AH in most cases. The rank 7 base items will be ilvl 291. Shock Barrier can be on legs or feet. Legs are more likely to interfere with tier slots, so boots are probably the better option, but you may want to look at some pally specific guides to make sure. If you go with the boots, you want to look for ilvl 291 Shadowghast Greaves on the AH.
You’ll need two missives to determine which two secondary stats it gets. You can buy those off the AH — they were like 40g each when I bought mine recently.
And then you need the “Torgast” legendary materials. For rank 7 you need 5150 Soul Ash (obtained from any Torgast Layer), 1650 Soul Cinders (obtained from layer 8+ Torgast runs) and 2000 Cosmic Flux (obtained from layer 13+ in Torgast, but also very plentiful from doing stuff in Zereth Mortis.) One of the vendors in Haven will also sell you a Bag of Explored souls for 3000 Cosmic Flux. The bag contains 5150 Soul Ash and 1650 Soul Cinders. (Convenient, huh?) Still, Cosmic Flux has enough uses that I’d probably do a few Layer 8+ Torgast runs for the mats instead for your first crafted legendary.
When you enter a portal for a Torgast wing and pull up the interface to select your layer, you can mouse over the reward part of the layer icon to see how much of the materials a layer will give. (Mousing over the main part will give you a recommended ilvl for the layer.)