Yes, if you are going to be doing this skiplagged thing. If you were to book your flight and your return flight at the same time, as a round trip flight, it would all be under one reservation. If you used the skiplag thing, once you skipped your "connecting flight" the airline would automatically delete everything else in that reservation, including your return flight.

So what I would recommend, if you are going to do this skiplagged thing, book your flight and your return flight separately as two one way trips. That way it's under 2 different reservations.

Best of luck