No problem
I never played online SH3 but skins should be of no matter. Would be very unlogical otherwise.
But this is no general rule. I don't know whether all player must have the same mods installed if those mess with the gameplay though.
Maybe it doesn't matter there too because the gamesettings are defined by the host and every connecting player will use those so that mods can't do any damage there either but I'm not sure about this last point.
Perhaps you should just try
