Skeleton model is just a term for a set of surface groups and datums, it doesnt need to be one from AAX. To design a mold cavity, it makes sense to work just with surfaces and quilts, and make the solids afterwards. All I am trying to say is that you don't need to bother making solids from volumes directly in MoldDesign.
You can design the core and cavity, and then bring it to another assembly just as it was a skeleton model. Copy the volumes from it to another parts, make some changes using FMX, or the not so favourite Copy and Paste Special approach, and there you have your completely custom mold.
Collapse Geometry can be then used to break the dependencies between MoldDesing assembly and your actuall mold assembly to which you also add plates, etc. You can create Independent Geometry features to which you can collapse whatever solids, surfaces, curves that you don't want to be parametric, it doesn't have to be an Imported Feature.
I am not sure if it's possible to use FMX commands inside MoldDesign module. It sure can be used in the regular parts that would copy these MoldDesign models.
I also use Style feature alot, for which ISDX is necesarry. This one offers even more freedom, from which the MoldDesign module can also grab surfaces for parting geometry reasons.
I just wish all of these modules were at least abit similar, it's not easy to learn all the ways to build a mold or whatever assembly in Creo, but there sure is enough ways to make whatever you can imagine without using another CAD platform, it just often takes more time, but then changes are alot easier to do.
From what you wrote so far here, I guess your best bet is to propably keep ZW, drop MoldDesign module, get trial of FMX, get to know how to work better with IDD You are gonna need IDD for taking the core and cavity from ZW as imported features.
I am all for taking stuff from here and there (CAD platform wise), and putting it all together rather than remodeling things from scratch. This whole approach just allows it. Imagine you have a cavity modeled here, and some old mold base or frames there, and you can just put it all together, reparametrize what you need, create drawings, and use all this bunch of files as a template for any new mold you are going to create. This is what they call Hybrid Modeling, not something easy to learn, and not as straightforward, but surely an approach that lets you get rid of alot of duplicate/repetitive work.