Modern Skype app uses port 80 by default. There is no option to change the port settings. Port 80 must be forwarded for modern Skype app to operate properly.
Please See this thread. http://community.skype.com/t5/Windows-8-1-from-Windows-Store/No-proxy-settings-option-in-Windows-8-Skype/m-p/1155558/highlight/true#M299