Chances of you getting a good Skype show recording using standard Audacity and computer management are almost (but not quite) zero.
There are software packages which claim to record both sides of a Skype call.
https://forum.audacityteam.org/t/help-recording-with-a-mic-laptop-and-headphones/35068/6
There is a commercial product currently struggling with the latest Skype product change.
http://www.pamela.biz/en/products/
And the software package Voicemeter
http://vb-audio.pagesperso-orange.fr/Voicemeeter/
They all (including Audacity) at one time both worked and failed. Pamela is the paid package and has the most stable success. Pamela will produce a stereo show with you on one side and the guest(s) on the other ready for production, filtering and matching. It will also create a high quality WAV production file.
I did my show test with two computers.
Koz