Please try this steps sequentially to narrow-down the issue -
1. Check if you can hear from saved audio/video to confirm that other application like Audio/Video Players are working or not.
2. And test the Microphone to see if it working or not by visiting the Menu on Skype software : call > audio settings.
3. Try to disable McAfee or turn off firewall, run Skype and see if it works.
4. If it fails to work fine, enable McAfee and uninstall Skype and re-install to verify resolution.
Please let us know the outcomes to follow up further.
Hi! Sorry, I've made it not very clear, but the issue isn't related to audio settings on the pc, it is all about McAfee Web Gateway - if I use it I don't have audio in Skype, If I don't use proxy - I have audio in Skype.
Skype consumer has changed it's operation. See here: https://community.mcafee.com/docs/DOC-6699 and check out my comments at the end. Skype consumer keeps getting nastier and nastier, you cannot allow or control it without opening huge security holes. If someone finds a way to effectively, selectively and securely allow it with any product McAfee or other, please post here. Skype port hops, uses TCP and UDP ports other than 80 and 443 and will ignore proxy settings in the app itself if it can steal proxy settings from other browsers.