i read somewhere today that the sgian comes from the gralloch knives..

A second theory holds that the sgian dubh evolved from the small skinning knife that was part of the typical set of hunting or gralloch knives. Some of these do exist. There is usually a butchering knife with a blade of 9-10 inches and a skinner with a blade of only 3 1/2-4 inches. These gralloch knives usually had antler handles, and so do not fit the term black in either color or carry. This theory does have two points in its favor, however. First, many early sgian dubhs are fitted with antler or horn handles. Secondly, the skinning and butchering of wild game after the successful hunt was usually undertaken by the upper-class hunter's ghillie, literally "boy" in Gaelic, as in serving boy. The huntsman would not stoop to such work. It may have been a hangover of this attitude that had officers in the military regiments resist the carrying of sgian dubhs, as they were initially considered fit only for "ghillies and serving rascals."

this is from an article by Joe D. Huddleston

a reference to being an example existing also refers to no examples exist of the arm pit knife.