To be clear, I'm suggesting that any specific format for "skills.md" is a red herring, and all you need to do is provide the LLM with good clear documentation.
A useful comparison would be between: a) make a carefully organised .skills/ folder, b) put the same info anywhere and just link to it from your top-level doc, c) just dump everything directly in the top-level doc.
My guess is that it's probably a good idea to break stuff out into separate sections, to avoid polluting the context with stuff you don't need; but the specific way you do that very likely isn't important at all. So (a) and (b) would perform about the same.