You guys looks pretty good together! You look A LOT more relaxed than you have looked in some of the other videos I've seen, nice job! That canter was really fantastic. I'm proud. :)
Take this with a grain of salt because I'm definitely not a dressage pro but in these videos, to me, it looks like Sky is being placed into a frame that he's not ready for. If you look at his back, it's nowhere near being raised (like it would be if he was using it). His face is in the "right" place but his face/neck can be as rounded as they want without him actually being collected.
In the first video especially, a smidge later on too, I saw a few times where he went to stretch down but you had enough of a grip on the reins that he wasn't able to stretch at all. Once he realized that he couldn't stretch down, he "swan necked" up and made his neck all bendy in the air, resisting the bit.
The video in this thread is your BFF, imo: Great Video On Working Your Horses Back
Personally, if this were Lacey and I were having similar issues with her (I used to!), I would try to get her stretching down more and moving forward. Forget about holding Sky's head in (or whatever's going on there, maybe worry about him taking off? I know that one), give him enough rein to sttttrrrretttttttch, and work on getting a really forward trot vs this one that just goes along without any impulsion.
I like to play a little game with myself and Lacey where I give her quite a bit of rein (but keep enough for myself that I know I can easily gather them and have control if need be) to where I can just feel her mouth, and see how far I can get using my legs and seat.
Currently my highscore is getting a full small circle, a fast trot, slow trot, medium trot, sitting trot, walk, stop, and weaving, all off my legs/seat. We started out a month or two ago with maaaaaaybe sometimes being able to weave off my legs alone so yknow, I'm kinda pleased. haha!
Of course, since she's a sassy monster, she likes to oblige me for 10 minutes and then start ignoring me but then I just pick the reins back up, make her do some harder stuff and then go back to this game.
This "game" has really done wonders for us. It's taught me to rely on my legs more (75% legs, 25% hands) and it's helped Lacey become more confident with me since I'm not in her face all the time anymore.
Anyway, I'd really work on stretching him down. He's trying, just make sure you give him the rein necessary to succeed. :)
And remember, grain of salt, I really know nothing (aside from "thanks to the internet" possible knowledge) about the higher and finer mechanics of dressage. :)