While having fun with some random guy who wanted to preview love aura he said he couldn't so I inspected him and the Skolver Coat shows that it is NOT able to wear auras... so if I remember correctly, Accessoires do remain when you upgrade armor and thus being the only way of getting a Skolver Coat with Aura: Put it on Ash Tail...
What I want to say is, fix Skolver Coats not being able to wear Auras!
Did you (even) read the wiki? It is said that an accessory doesn't disappear on craft, BUT IT DID STATE that if the upgraded item does not support the accessory type [eg aura on skolver] the accessory WILL be destroyed on craft.
EDIT: Reread your post. I'll keep the above for reference purposes in case someone experiences that. Basically what Jaroche said.
EDIT 2: Uh... why fix something which is not broken...
Technically Skolver has a native "shiny aura", guess this is the reason why it doesn't support the aura slot.