How to create custom skin

 Global skins doesn't supported since version 4.6.0 

First, you need to copy original skin files from plugin folder /wp-content/plugins/shortcodes-ultimate/assets/css/. You need next 6 files: box-shortcodes.css, content-shortcodes.css, media-shortcodes.css, galleries-shortcodes.css, players-shortcodes.css and other-shortcodes.css.

Copy these files to your uploads directory in special sub-folder
/wp-content/uploads/shortcodes-ultimate-skins/skin-name/. Note: you can copy these files directly from GitHub - CSS directory

The resulting files paths will looks like:

/wp-content/uploads/shortcodes-ultimate-skins/%skin-name%/box-shortcodes.css
/wp-content/uploads/shortcodes-ultimate-skins/%skin-name%/content-shortcodes.css
/wp-content/uploads/shortcodes-ultimate-skins/%skin-name%/media-shortcodes.css
/wp-content/uploads/shortcodes-ultimate-skins/%skin-name%/galleries-shortcodes.css
/wp-content/uploads/shortcodes-ultimate-skins/%skin-name%/players-shortcodes.css
/wp-content/uploads/shortcodes-ultimate-skins/%skin-name%/other-shortcodes.css

Now, you can modify this files as you want. After modifying, go to plugin settings page and choose your new skin from dropdown list.