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The word "煞有介事" is formed by combining "煞" as an intensifier meaning "very", with "有" meaning "to have", and "介事" where "介" means "to concern" and "事" means "matter", creating a literal sense of "having a very concerning matter". This structure produces the idiomatic meaning of acting as if one is seriously engaged in something, with the components emphasizing the exaggerated or pretended seriousness attached to an affair.

Word Definition - 煞有介事

shà yǒu jiè shì to make a show of being very much in earnest (idiom); to act as if one is taking things very seriously