Skyline does support z-ions as well as z+1 and z+2 ions.
Skyline does not support w ions.
If you wanted to use w-ions you would have to define neutral losses for Leucine and Isoleucine that remove the correct set of atoms to transform some other ion type into a w-ion.
Unfortunately, when using neutral losses to pretend to be w-ions, there is no way to tell Skyline that the neutral loss is only valid when the Leucine is at the site of the fragmentation cleavage.
If you only need to analyze a few peptides, then I would recommend the neutral loss approach, and you can manually curate your list of transitions and remove the ones that are not physically possible.

How big of an analysis are you doing? Would the neutral loss approach work for you?

Let us know if you need help setting up neutral losses for your document.
You can send us your Skyline document.
In Skyline you can use the menu item:
File > Share
to create a .zip file containing your Skyline document and supporting files including spectral libraries and extracted chromatograms.

Files which are less than 50MB can be attached to these support requests. You can always upload larger files here:
https://skyline.ms/files.url
-- Nick