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Greetings,
Here's the information we found on the place-name "Skyhold."
We did not find any examples of the elements "sky" or "hold" used in any medieval place-name. The closest word to "sky" we found in English names is "Skeith," which derives from the Norse "skei{dh}" or "race-course" and survives in modern names such as "Scaitcliffe," "Hesketh," and "Wickham Skeith." There is one example in which the element "skei{dh}" was mutated to the modern spelling "sky," but this is a unique example. "Holt," meaning "wood" or "thicket," is a fairly common second element in English place-names, and is found in such examples as Linkenholt (ridge-h.), Sparsholt (spear-h.), Stockholt (stump-h.), Southolt, Tanholt (wicker-h.); sometimes with animal names as in Eversholt (boar-h.), Rawerholt (heron-h.); but chiefly with tree-names as in Asholt, Alderholt, Buckholt, Occold, Lineholt, Wiggenholt. Our source for information on English place-names is "The Concise Oxford Dictionary of English Place-names" by Eilert Ekwall.
We don't think that "Skyholt" is likely as a place-name. A place called "race-course thicket" is almost an oxymoron, and even if such a place existed, it would most likely have been called something like "Skeitholt," not "Skyholt."
In period, the use of metaphor and allegory to describe a place was very rare. If a castle was noted for being at a high altitude, it might be called "High Castle," but not "Sky Castle." Some cultures and time periods were exceptions to this rule, but in general metaphorical names are a hallmark of modern literary style, not medieval naming practices. We are going to look up some French and Swedish names that would be closer to your desired meaning, and do some research on naming practices for people in your persona's situation, and write you again.
Arval D'Espas Nord, Hartmann Rogge, Tangwystl verch Morgant Glasvryn, and Lindorm Eriksson researched your name.
We hope we've been able to help up to this point; we'll write again when we have more to tell you. It will probably be about two or three weeks before you hear from us again.
In service,
Alan Fairfax
Academy of S. Gabriel