@Jovan Miloskovski I'm glad to see you were able to resolve your issue. Thanks for posting your solution so that others experiencing the same thing can easily reference this. I will also be sharing this feedback internally to improvise the documentation.
Since the Microsoft Q&A community has a policy that the question author cannot accept their own answer, they can only accept answers by others, I'll repost your solution in case you'd like to Accept the answer.
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Issue:
In the Azure Bot Service, the channels page does not include the Skype channel.
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Resolution:
Your Azure Bot Service was in West Europe region. You recreated the resource with Global Data residency and that resolved the issue.