Microsoft removed Messaging-Skype integration in Windows 10 PC version with the Build 14316 in favor of the Skype UWP Preview app. Now seems with Build 14332 the Windows 10 Mobile also loses the Skype integration.
As you can notice in the screenshot above, Skype related settings are gone from the Messaging app along with the loss of integration. There is no trace of the Skype Video app too. What is however surprising is that Skype UWP Preview app for Windows 10 Mobile is not available too. So only way you can do Skype now on Windows 10 Mobile Redstone is to use the old Windows Phone Skype app.