Well, to start off, I think Odyssey Kayn fits best because it indicates that the skin is part of the Odyssey universe, without people having to read up on any fluff or get any extraneous details down to know "this Kayn skin is related to these skins for Malphite/Sona/Jinx/Ziggs/Yasuo".
Second; there are two skinlines that also use the skinline name universally despite Champions being of opposite, internal factions.
PROJECT:, and Pulsefire.
As far as I know for Pulsefire stuff, Ezreal and Twisted Fate are time-travelling thieves/rogues/whatever, breaking TIMELAWS, I think? With Caitlyn, Riven, and Shen being TIMECOPS. (note; the caps aren't really to emphasize anything, I just think it's fun to put those in caps.)
And PROJECT:...There's PROJECT itself, the corporation that runs the neon city, and G/NETIC, which is Ashe's rebellion against PROJECT - and then there are outliers, like Master Yi, Jhin, and Vayne. Yet, you don't see skins that are canonically stated as being part of G/NETIC bearing the title "G/NETIC: Ashe" or "G/NETIC: Yasuo". They're all PROJECT: skins.
(which, is good, since if the members of G/NETIC did have that title, there would only be two - maybe three PROJECT: Skins - Katarina, Zed, and VI.)
