Hello Fabrice
If you mark Skype traffic (or any traffic for that matter), you can be sure that this traffic will be marked only within the network that you administrate. If the packet exits your network, (via your ISP, the Internet etc), you can’t be sure that those markings will be obeyed or even removed. It depends on the policies of your ISP and any agreements you have made with them. But even so, traffic that is destined to the internet at large does not generally have QoS mechanisms applied to it. The Internet is best effort at best.
So it is almost certain that the Skype server on the Internet will not receive QoS markings nor will it respond with QoS markings. What you can do however is you can add QoS markings on incoming Skype traffic at your edge devices, so that any such traffic will at least have QoS mechanisms operating for all traffic within your network.
I hope this has been helpful!
Laz