thanks for your answer and your willingness to help.
I am currently using Skyline 18.104.22.168 (if that is relevant). My colleague seems to have the same problem (I think he has a slightly newer version - so I think it is Skyline version independent).
The procedure I am following is copying the entire protein sequence from the program clone manager or Notepad and pasting it into the left pane from Skyline (peptide settings are at ~ 6-14 aa after tryptic digest). Then the 11 peptides appear (here for the ampicilline resistance protein as an example) and the sequence name is shown as sequence 1. Then I try to rename the sequence as "bla" and it will switch back to sequence 1 after some seconds ( I counted ~ 4-8 seconds). after a second try of renaming it, it will remain.
I tried your second option (Edit > Insert > Peptides), except that I used "> Protein" which seemed fine for the moment, but than I recognized, that when pasting the sequence into the sequence column, than I get only the peptides for the first 60 amino acids (that seems to be a result from copying it from the clone manager program as it generates some kind of break after every 60 aa - when I paste it into notepad or word than I can remove the "enter" signs and I can paste the entire sequence into the grid. In that case the sequence name remains, but again more steps are necessary)
I attached a picture of the pasted sequence in skyline, the protein sequence and the *.sky file.
I am curious if you will see the same. effect