V-Ray Next Update 2.2 (4.20.03) released on August 5th introduced a major conflict with the Skatter Library.
When this version of V-Ray is installed, you will not be able to load proxies from the Skatter Library.
We have reported the issue to Chaos Group and are waiting for a fix.
In the meantime, you should avoid installing V-Ray 4.20.03, or roll-back to the previous version (“Update 2.1”, 4.20.02).
You can download it here: https://download.chaosgroup.com/
You will need to click on “Show all versions” to download older versions.