This method below fixed it for me where the file name SkypeSetup.exe in the %temp% directory did not exist (was elsewhere named Skype-Setup.exe).
Instructions to prevent/remove the Skype 'update warning popup'
Download your prefered Skype version. www.skaip.org/skype-versions
Uninstall any previous versions of Skype.
Restart your machine 'Offline' (no internet connection).
Install your prefered Skype version.
Goto Skype Tools, Options & turn off Automatic Updates.
Goto windows 'Services' & disable 'Skype Updater' service.
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(My version is Skype 7.38.. on Windows 7)
Goto :-
C:\Users\(your user name)\AppData\Roaming\Microsoft\Skype for Desktop
Rename file Skype-Setup.exe to something like Skype-Setup-Original.exe
Create a new file in that directory using a text editor of some kind (like notepad)
Add random content to that new file (like the line below) & save as Skype-Setup.exe
22 44 66 22 44 66 22 44 66 Etc Etc Etc
RightClick the new Skype-Setup.exe file (in file manager/windows explorer) & change Properties to 'Read Only'
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Restart your machine normally 'Online' (with internet connection).
Why are you not posting the answer in the answer section? Answer it yourself as an answer, not as part of the actual question – random – 2019-03-07T18:45:00.940