This isn't a simple yes/no answer. On the surface, using any software that modifies the game code is a "use at your own risk." Some of the custom skin programs only contain code for different skin textures, particles, sounds, etc., and are generally considered to be fine to use. Others of the programs have additional functions in the software, which have the potential to grant the player an unfair advantage in the game and have been expressly forbidden by Riot. The problem is, there are so many different sites/programs out there for skin mods, that Riot can't address each and every one, and even when they do, the programs are constantly being changed and updated, so while it may have been fine last week, an update two days ago might make it bannable. And, if a player uses one of the forbidden programs, but only uses it for the skin mods and doesn't use the other functions... they can (and probably will) still be flagged by the system for having one of the illegal third party programs, and will face disciplinary action. So, just be aware that while some of the programs are considered fine for the time being, there is always a risk involved, and you would need to be prepared to remove it from your system immediately should Riot's stance upon the program become clearly opposed.
You can check this thread compiled by Wuks for a list of some of the known programs that Riot has stated are outright not allowed. But be aware that it's not all-inclusive, and just because a program isn't on the list, doesn't necessarily mean it's 100% safe to use. I have used one of the custom skin sites in the past, but only after watching a very, very popular streamer use it on stream for quite a few months with no consequences, and only after seeing that it was not on the list of expressly forbidden programs. Though in the end, I decided I wasn't willing to risk losing the amount of owned skins I had just to be able to play with one or two custom skins. Something else to mention, if Riot has produced, given or sold a skin, players are not allowed to use the custom skins to obtain "free" copies of their copyrighted material.
I'm not quite certain about the sounds, as I've only seen one streamer use a different sound set; years ago someone was running a Blakinola announcer pack, but I have not seen anyone else doing that since. I seem to recall people trying to get the Japanese voice set for Taric on the English client, but I do not recall how that was answered by Riot as to whether it was allowed or not. Perhaps someone else will know.
As far as contacting Support, any time you have a question like this, that does not fall under one of the defined categories, you would use this: Under Choose A Request Type select "I have a question about League of Legends/Riot Games" and then under Category select "Game and Features:: General Questions" When the ticket is submitted, it will be routed to the correct Support Staff to answer your question, depending upon the topic you submit.