It is not a filter sock on the return but something similar. Just a muffler to keep the splashing down so that there's no noise. Works quite well. The other end of the "sock" is completely open.
I run my skimmer in sump because I am always paranoid about overflow. Occasionally I forget to empty the skimmer cup
There are two holes on the top of the skimmer cup to let air exhaust and sometimes foam comes out of those holes and drips down (again, if I've forgotten to empty the collection cup and it has completely filled up). So long as you keep up with the skimmer cup emptying it is water tight :-) I am thinking about drilling a hole in the skimmer cup and letting it empty into another container like a bottle or something. It doesn't fill up *that* quickly (like every 3 days or so), but I get lazy sometimes.