Add "save skip" command

PR cli/17997 points out that it would sometimes be convenient to save
the current "skip"s to a file.  This patch implements this feature.

Bug: https://sourceware.org/bugzilla/show_bug.cgi?id=17997
Reviewed-By: Eli Zaretskii <eliz@gnu.org>
Reviewed-By: Keith Seitz <keiths@redhat.com>