Did MSFragger give you any sort of error message when it failed to create a Skyline document for you? This sounds like the sort of bug we would need to tell the MSFragger team about in order for it to get fixed.
My understanding is that MSFragger creates a Skyline document with very complicated modifications and neutral losses. You could do all that work yourself but it might be too complicated to do by hand.
If you send us your files and tell us what you did with MSFragger that failed to produce a Skyline document we can certainly investigate it and figure out who to send it on to.
You can upload files here:
https://skyline.ms/files.url
--Nick