I wish I can control the Skylight tool opening material!
Now there is not a way to define the material of the opening. If a Skylight is inserted into a Roof, the opening adopts the bottom material of the Roof, which is usually the interior material. But if a Skylight is inserted into a Shell, It adopts the opposite side material, which is usually the outside material.
I think this had been overseen during the rewriting of the code of the new Skylight tool but it could easily be corrected.
I prefer to use the Skylight tool without the interior lining. In this way the geometry is not so complex, the model is lighter and it is easier to manipulate it when I export it to other applications.