Using MOVETYPE_NOCLIP and working your own gravity, the skybox is irrelevant. Since MOVETYPE_NOCLIP is not solid, it won't hit the skybox.
However, as you pointed out, you'll still want to see if it hit something. So, you can check its point contents for CONTENTS_SOLID every think, or draw a trace from its old destination (pre-gravity) to its new destination (post-gravity) and see if it hit something.
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No longer around. Thanks your support, everyone! As always: