The shader simply didn't work in C#. I broke the code down in lite-c, and by not setting material.skin1 to the sky-cube map, then the shader appears like it does in C#, thus I can only assume that material.skin1 is'nt being assigned correctly or something.
That 'SKIN#01' error is caused because that particular shader uses additional skins. You can use 'box.mdl' from 'GStudio7\Projects\shadertest' which has all the skins attached as required.