I don't know if the makers of the Skype client for Windows phone read these posts, but if you guys do then check my subject line and act on it. I don't think those kinds of events should be allowed to hang up an ongoing Skype call. At the very least we should have an option to not allow it.
And since we're at it - a lot of the phone calls I get during a Skype call are less important than my Skype call, so I would love the ability to ignore them, instead of being automatically dropped out of the Skype call. In the previous version of the WinPhone client I could answer the phone call while still on the Skype call AND my Skype partner could actually hear the phone conversation, which was a serious privacy bug but kinda neat, I liked it.