Where does skype store downloads?
To answer the title of my question
The files are located in /Users/<user>/Library/Caches/com.skype.skype/fsCachedData
If someone knows how to get them out of there automatically, I would still like to know
Seems like a bug, but after you download the file, I have to click on the magnifying glass (on mouse over) aka "Reveal in Finder" in order for the file to literally "reveal" itself in my downloads folder. If I do not click the icon, the file is not in downloads.