Yes, I think Skyline would be appropriate for this sort of experiment.

After you have inserted a peptide into your document, you can right-click on the peptide and choose "Modify" to assign a different set of modifications to the peptide. There is a "Create Copy" button on the "Edit Modifications" dialog so that you can make it so that your document contains both the original and newly modified peptides.

If your peptides have more than one cysteine, and you want to figure out which particular cysteine is modified in your sample, then it becomes a little more tricky because you would have to figure out which MS2 transitions will help you distinguish those two cysteines. Skyline does not provide much help in terms of choosing transitions that would help you localize a particular modification, but you could probably choose those transitions yourself and evaluate the results by looking at individual transition peak areas.

If you would like, you can send us your Skyline document and we might be able to give you more specific advice.
In Skyline you can use the menu item:
File > Share
to create a .zip file containing your Skyline document and supporting files including extracted chromatograms.

If that .zip file is less than 50MB you can attach it to this support request.
You can upload larger files here:
https://skyline.ms/files.url

If you would like very detailed information about working with modifications in Skyline you might want to take a look at the following webinar:
http://skyline.ms/webinar10.url
-- Nick

Thanks for the response! I have attached the .zip file. As a follow up question: In Protein Pilot I have been able to see many more peptides than in Skyline. Is this common? Is there a parameter that I can adjust in Skyline to observe comparable amounts of peptides?

Are you saying that you imported your protein pilot peptide search results and some of the expected peptides are not in your Skyline document?
When you import peptide search results, Skyline creates a spectral library containing all of the peptides that had a score above the score threshold that you specified in the Import Peptide Search wizard.
Sometimes peptides were added to the library but were not added to the Skyline document because they did not meet the criteria on the "Digestion", "Filter", "Library" or "Modification" tabs of the "Settings > Peptide Settings" dialog, or the criteria on the "Filter", "Library" or "Instrument" tabs of the "Settings > Transition Settings" dialog. The other reason that the peptide might not be added is that the peptide could not be found in the FASTA file that you provided to the Import Peptide Search wizard (which probably means that the peptide search was performed on a different FASTA file).

If you want to add all of the peptides from the spectral library regardless of whether they meet all the filtering criteria then you can go to:
View > Spectral Libraries
and push the "Add All" button.
This will try to add all of the peptides from the spectral library, but might still miss peptides whose modifications could not be explained. You might need to tell Skyline about the modifications by going to "Settings > Peptide Settings > Modifications"

If the missing peptides are not in the spectral library, then it might be that they did not pass the Score Threshold that you specified in the Import Peptide Search wizard.
-- Nick

I appreciate your help, Nick. What I meant was that when I compare the results that I see in Protein Pilot from its analysis of my raw data vs. what I see when I use Skyline to analyze my raw data, I see different peptides. Specifically, in protein pilot I see many more peptides that have various modifications, but I guess that is the default for protein pilot outputs, as opposed to skyline where you would have to pick the modifications you want to see ahead of time. I only recently learned that I could import my protein pilot results and use them as a spectral library in skyline, but what you are saying in your previous reply makes sense.

A few follow up questions: Is there a difference between using the spectral library generated by importing protein pilot data vs. using the spectral library created by skyline from raw DDA data (as done in the import peptide search wizard)? Is there a simple way that you could explain (or a resource you could point me to) that could outline how skyline makes a spectral library from DDA data? I'm having trouble rationalizing how I could detect my small molecule peptide modifications using a spectral library search approach.

I realize that this is a lot to ask and I really appreciate your help! Is there any chance that I could get you (or someone at skyline) on a virtual call to help me with data processing?

I think I might have confused you when I mentioned spectral libraries.

Whenever Skyline reads peptide search results, Skyline uses a program called "BiblioSpec" to read the peptide search results and put them into a BiblioSpec spectral library with the filename extension ".blib". The reason that Skyline does this is that BiblioSpec was written before Skyline, and BiblioSpec already knew how to read many different types of peptide search results and represent them in a single format. When BiblioSpec was first written, many people used it for spectral library searching where, instead of predicting the fragmentation of a peptide from first principles, you could instead look at a real spectrum that someone had collected before. There still exists a program called "BlibSearch" which can use a BiblioSpec spectral library to search raw files, but Skyline never uses BlibSearch.

Skyline only uses BiblioSpec to read many different types of peptide search results and convert them to a common format. Skyline looks at the relative intensities of the fragment ions in the spectral library in order to decide which transitions to add to your document. Skyline also looks at the retention times of the peptide spectrum matches in the .blib file in order to decide which chromatogram peak to pick.

When you choose "DDA Raw" in the "Start From" dropdown in the Import Peptide Search wizard, Skyline will search your raw files using either "MSAmanda", "MS-GF+" or "MSFragger". You can choose which search engine to use on the "Adjust Search Settings" page of the Import Peptide Search wizard.
The feature of being able to do a peptide search from within Skyline like this was first implemented three years ago. Before that, the only thing that you could do in Skyline was import peptide search results from external peptide search engines.
Here is the tutorial that we wrote when we added the MSAmanda search engine to Skyline:
https://skyline.ms/wiki/home/software/Skyline/page.view?name=tutorial_dda_search

I will send you an email directly in case you have more questions.
-- Nick