What do the skull-shaped clouds indicate?
These clouds actually indicate an active skeleton fortress. When a fortress is active, you can fight the skeletons that inhabit the fortress.
After killing off many of the skeletons (there are many waves of them), you will have to fight the Skeleton Captain. If you succeed, you are rewarded with a significant amount of loot, some of which is high level. To obtain the loot, you must get the key from the Skeleton Captain to open up the vault in the fortress. The captain drops the key upon death.