Hi Jonas,
At this point, when your fragmentation gets too complex for the current Skyline implementation, your only option is to take the entire peptide molecule to the "small molecule" support, where you have unlimited flexibility in defining your transitions, but less helpful support. This seems to have become the approach of choice for cross-linked peptides. There is even an external tool called the "Cross-link Transition Calculator" which does the necessary calculations:
https://skyline.ms/skyts/home/software/Skyline/tools/details.view?name=Cross-link Transition Calculator
It is also possible to define charged losses as special ions through the Transition Settings - Filter tab. We have provided iTRAQ and TMT ions as examples of this. If you had a relatively small number of internal fragments, you could define them through this mechanism, but it would be labor intensive and a bit of a hack.
Interesting idea, though, to allow right-click > Add Transition (as for small molecules) or a special transition list designation to allow arbitrary "small molecule" fragments within a peptide. You are the first to request this. We are wrapping up our fall release right now. This definitely won't be in it, but we will consider it for a future release. Thanks for the feedback.
So, I guess you have the two options: 1) go all small molecule, 2) define fragment ions by a chemical formula using special transitions.
Thanks again for posting this to the Skyline support board. Glad to hear you found the neutral loss support helpful.
--Brendan