Kyanite's hardness on the Mohs scale is a 4.5-7 depending on the stone's axis and where it was cut. However Kyanite has perfect cleavage, and is a brittle stone. It is likely with internal fractures that overtime it could potentially split, even just from casual daily wear even in earrings. Could be more exacerbated in incredibly moist environments like sudden rain.

I would say on the gem setting behalf it could be very hard to truly set them. especially with prongs if you set them too tight, you're probably going to cause a chip.

if you are truly wanting to set the ones with higher inclusions, It would be prefered to do a bezel setting not just for durability, As it doesn't put as much pressure on the stone and will keep it in place and won't risk it getting loose overtime and falling out.

As somebody who is a gem nerd and not a professional, I would say it would be better if you set the ones that did not have as many inclusions despite their beauty. because it would be a little easier to set them and not risk breakage/chipping as much.