Only skins I kept after maxing zchest were VS’s, crysta’s and CC’s. For the rest I kept popular mods and r9 shields. The rest wasn’t worth the trouble to me. Ofc this might be different for other people.
there are a few skins worth selling/keeping, like celestial compass and draconic aegis. (would have to look for my screenshots to remember the others---)
Hey, in my opinion there are a few more worth keeping.
Ofc the obvious ones said above : Crysta, Voltaic Spear, Celestial Compass, Draconic Aegis.
Also Eternal Blade and Obsidian Edge can be dropped in Z-chest.
Still worth a bit (at least for q9) :
Chaos Axe, Pyroclastic axe, Fellblade, Eternal Shield, Stormbow, Gothic Dual Axe, Eternal Bow, Katana, Shinobi Blade, Amethyst Aegis, Ghostly Staff, Stygian Reaver, Dragon's Breath Wand (I love this skin!) 
I probably forgot a few, but keep the skins you like anyway!
