The first person he feared was... A headless biker who wears a yellow motorcycle helmet with cat ears...

The question is, how can you be afraid of her?

Well, she's an Irish dullahan, essentially from Celtic mythology, and in general, they are guides of souls to the afterlife.

Moreover, black smoke is coming out of her neck (she is headless, obviously).

If she's headless, how will she tell Sky "You'll be mine, and only mine!"?

Well... She carries a tablet with her so she can write anything (usually via PDA)

If the current Sky met her, would he be able to kill her?

I'm not sure about that, but it's unlikely he'll be able to kill her, and there are reasons for that.

She has superhuman abilities. For example, shadow manipulation (she can create weapons from her own shadow), regeneration and even immortality... In short, he's cooked.