Skiathos is perhaps the only island known by the same name throughout the centuries. Many historical writers and geographers, Greek and Latin, dealt with the etymology of the name “Skiathos”. Three theories prevail. The first, approaches the subject in an etymological manner: it’s a compound word from “skia” (shadow) and “Athos” (the name of the Holy Mount and the peninsula of Athos), so as far as this theory is concerned, the name of the island has to do with it being in the shadow of the Holy Mount of Athos.

Source https://skiathos.gr/index.php/en/politismos/politismos3/istoria-kai-paradoseis.html