@Anonymous
Is there any way to snap the created connecting edge to exactly the intersection though? I dont want to eye-ball it because when I weld them together either the horizontal or the diagonal plane would change angle.
You can also put the Snaps toggle on ("S" is shortcut) with "Vertex" and "Edge/Segment" selected for the Grid and snap settings (Right click the Snap toggle to set) . This will give you greater precision for the placement of the first edge as follows:
With the above snap settings and snap on, select the edge along the nearside horizontal polygon and activate "Insert Vertex" in the edit poly rollout. Zoom in very close and you should be able to place the vertex where the 2 edges intersect with the snap highlighting the intersection point. Then select the opposing edge and repeat inserting a vertex there. Then Connect the 2 vertices. Once you have the first edge placed precisely, you can use the technique described in my first post to make an edge on the second polygon and using both Edge constraint and the above snap settings you should be able to get the 2nd edge to align with the first. Zoom in and work carefully and you should be able to get this to work. Hope this helps.