this is an issue you should be taking up with Direct Line not Sky as its Direct Line in the wrong.

How can they issue you with NCB but its only valid if you re-insure with them - that dont sound entirely legal to me.

If you have 2 years NCB then you have 2 years regardless of who you insure with.

I have NEVER had any issues with NCB not being issued andi have switched over to different insurers several times.

IMO you should have asked direct line to send you a copy of the NCB discount as you are entitled to it.

Failing that contact the insurance ombudsman