So, is it »sky-lark« or »skylark«? With or without hyphen?

Yes

#english #spelling #poetry #pocketBookOfVerse

Still from the Pocket Book of Verse.
Actually ...
To A Sky-lark
Up with me! up with me into the clouds! For thy song, Lark, is strong;
Up with me, up with me into the clouds! Singing, singing,
With clouds and sky about thee ringing, Lift me, guide me till I find
That spot which seems so to thy mind.
Ok, it is apparently »skylark« and not just »lark« because (only?) some larks sing while flying.
Still, this pretty much looks like a #groundlark to me.