Indeed, you can not do this “internally”, you have to go through the I/O patchbay.
Assign Skype to Physical outputs of your system.
Then route a Cue output (say 4) of Nuendo to an output and patch that to the Skype input.
Patch the Skype output to a Nuendo input.
Create a “Skype Input” track and put that track in monitoring mode.
This will allow you (and anyone else though cue sends) to hear what the person at the other end says.
You can choose which tracks are send to the Skype person by the use of your -in this example- Cue4.
That goes for your talkback mics too, just send the talkback additionally to Cue 4.
It seems complicated, but it isn’t. Just think of it as an additional outboard box with physical Ins and Outs.
Or you can put Skype on an external computer and hook up the I/O’s to your main system.
Fredo