Hi Ronen,
This is the second time this has been reported in as many weeks. I hope we can fix the Skyline library builder soon to display an error message in this case instead of silently discarding the matches it doesn't understand, however, the fix is to put the modifications.xml or modifcations.local.xml, wherever the modification is defined into the same folder as your msms.txt.
That should be enough for the library builder to find your definition and add the modified forms to the library. Without that, Skyline release on a default modifications.xml file installed beside the Skyline.exe file, and it seems, silently discards any match with a modification that is not explained by that file.
Sorry for this silent failure issue. Always a bad idea to silently produce something that looks like what you asked for but is not really. Lots more of everyone's time gets wasted on this type of issue than more aggressively failing and then working on tuning the failures to allow things people really want to achieve.
Thanks for reporting this. Let us know if this suggestion fixes the issue for you.
--Brendan