Sorry this reply is so late, but if you're still wondering here's what I know. I have a lot of experience wrangling skin mods for this exact purpose, so:

There are two categories of skins: texture changing, and skeleton changing. If skins just change the texture, they're all compatible with one another. If they change the skeleton, they won't work with any other skin. The mod authors usually specify which type of skin it is.

For your question about changing skin versions, it works the same way it does in the base game. In the base game, each hero has 4 skins (labelled A-D), but the game can handle any number. A mod with skins A-H would just mean you have 8 different skins to cycle through.

With skins, mod priority can be a big deal. When you enable mods in a save, the order they appear in on the list actually matters - that's why you can reorganize them. Mods higher up in the list will override mods lower down, so if two mods use the H skin, the one higher on the list will take priority. Note that mods that don't override skeleton changes won't override the skeleton changes of mods that do, but will still override the textures, which will turn the hero into a blocky mess.

If you want to combine two skin mods (that don't alter skeleton files) that use the same letter, you can manually rename the folders to give them different letters. First, go to the Darkest Dungeon workshop file (should C:\Program Files (x86)\Steam\steamapps\workshop\content\262060 on Windows), then find the mod you want (you can check the specific location of a mod by hovering over it in-game on the mods list for a save file), enter the heroes folder, the subfolder for the hero you want to change, and then change the skins there. Note that letters A-D will override the base-game skins, so if you don't want to ever see base-game skins on new heroes you can copy and paste any of the skin folders and rename the copies A-D. When you've done this, go back into the base folder for that mod and delete modfiles.txt. This is a file containing the specific things the mod changes, and since you've altered the mod you'll need the game to re-create it.

Some skins (and some new classes) don't have NSFW versions available by default, but the author has them stored in another file in the mod (typically under the name "Special Edit" or just "NSFW"/"18+"). For these, you can just open the heroes folder in one window and the special edit folder in another window and just drag in the files - your computer should give you a popup asking you what to do with duplicate files, so click "replace" there. If you care about keeping the base version around, you can put it in another folder on your computer for safekeeping.

As with any manual tinkering to game files, you should manually create a backup (just copy the folder before you make any changes and paste it somewhere safe, so you bring back the original version if you mess things up). If you have any other questions, feel free to ask and I'll reply when I have time ^w^