Have you set
Allow Net Status in the Skype settings?
Does Skype work on it's own?
Anything in the webserver error logs?
What happens if you allow HTML (just for the duration of the test) in DokuWiki conf, and put the following into a test page:-
<a title="Test chat with Skype" href="skype:echo123?chat">Skype Chat test</a>
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