I can confirm a case of http (not httpS) link sent in skype accessed from microsoft.

Access happened from 65.52.100.214 about 6hrs 40 minutes after I shared it in skype. There were 4 http requests, while I shared the link with 2 people.

Unfortunately the server logs are not detailed enough to understand what exactly been requested, given the page was under basic http authorization (with credentials NOT in URL).