You are correct: Skype for SIP does not accept any outgoing caller ID information.
You can specify an outgoing number to appear, but only one number may be used on each Skype for SIP profile. To do this, login to your Skype control panel and look for the "Caller ID" tab on the relevant profile. Skype requires a verification process to confirm your ownership of the specified number, which takes about 2-3 weeks to complete.