[Senpie]

Step 1:
Open the Skype application.

Step 2:
Hover over "Tools" and click "Options".

Step 3:
In the bottom left click the "Advanced" tab.

Step 4: 
Now select "Connection" from the Advanced tab.

Step 5:

• Make the following changes:
  • Change the incoming connections port to "32535".
    
  
  
  • Check the box that says "Use port 80 and 443..."
    
  
  
  • In automatic proxy detection, select HTTPS in the drop-down box.
    
  
  
  • Change host to "127.0.0.1" and the port to "40031".
    
  
  
  • Uncheck the box that says "Enable proxy authentication"
    
  
  
  • Uncheck the box that says "Enable uPnP"
    
  
  
  • Check the box that says "Allow direct connections to your contacts only".
    
  
  
  
  

You are now finished, enjoy!

[Docker]

That will work only for people not on your contacts though.

[Mataram]

Everyone knows about the method already, but I don't know why you would add a proxy.