Skype running over RDP is not supported.
This is for 2 reasons:
- The latency involved, and the bandwidth constraints, would make it a very poor experience, and Skype don't like giving their customers poor experiences.
- More importantly - RDP doesn't support incoming sound - only outgoing sound - so you don't actually have a microphone available in RDP.
There may be some third-party application which would give you a virtual microphone over the network, but it's not something that I would relish doing unless I was on a very fast connection to the target machine.