If the skip always occurs at exactly the same point on a particular track, the track recording is defective. If random tracks skip at random points, there is some sort of communication issue between the player and the source. I suggest that you submit a diagnostic and post the confirmation number here. SONOS staff can comment on the communication issue.

I also observed that behaviour on days of bad Internet connection, or a particular playlist streaming service is not stable, the song stopped as the connection broke, either because of the service or my Internet (most time because streaming service). Since the app lost connection to song, it just start the next one. When that happen too often, I just switch to a more stable streaming service or radio station. I wish it would retry to resume song (at least one or two attempt) before giving up and skip to next song.

SONOS does this in the background. After multiple attempts to work around the issue, the next track will be attempted. There is a data cache and this cache makes diagnosis more difficult because the actual data loss may have occurred many seconds ago. You can fuss with this by deliberately interrupting the connection. In many cases the current track will finish before the music stops.