Marks of chaos and skirmish

[Arkiham]

Are we allowed to change these through out the campaign? Or grant one during it etc.

[Jharen]

I'd say yes going by the ability wording.  Granted it wasn't made with Skirmish in mind, but there's nothing in the Skirmish book that says we can't use an Ability such as this normally. We aren't allowed to change our warband, but this isn't changing it, it's simply activating an ability on the unit itself.

"Mark of Chaos: If you wish, when setting up this unit, you can pick one of the following keywords to assign to it for the duration of the battle: Khorne, Tzeentch, Nurgle or Slaanesh."

So the ability lasts from the time you set up until the end of the battle.