what scale is sensible for your research project depends on whether you want to measure skepticism towards advertising overall (Ad Skepticism) or stimulus-specific skepticism, where the skepticism is not towards advertising in general, but rather towards a specific advertisement. In terms of overall skepticism, there is a landmark paper by MacKenzie, S. B., & Lutz, R. J. (1989). An empirical examination of the structural antecedents of attitude toward the ad in an advertising pretesting context. Journal of marketing, 53(2), 48-65.
There are also other conceptualizations in the literature, e.g., Obermiller, C., & Spangenberg, E. R. (1998). Development of a scale to measure consumer skepticism toward advertising. Journal of consumer psychology, 7(2), 159-186.
In terms of claim-specific advertising skepticism, there is a paper by Ford, G. T., Smith, D. B., & Swasy, J. L. (1990). Consumer skepticism of advertising claims: Testing hypotheses from economics of information. Journal of consumer research, 16(4), 433-441 that has a more specific measure that is targeted towards a specific ad.
More specific measures are directed towards topics used in the claim, e.g., green advertising (Matthes, J., & Wonneberger, A. (2014). The skeptical green consumer revisited: Testing the relationship between green consumerism and skepticism toward advertising. Journal of advertising, 43(2), 115-127).
With regard to your idea of skepticism as a mediator, it should depend to some extent on the existing brand equity of the focal brand that is advertising and the extent to which consumers perceive the claims made by that brand as believable. So it might be difficult to assume that skepticism is induces by the social media activity and not already a result of existing attitudes (and, thereby, brand equity).
I think what is most important is for you to do a deep dive into the literature on all these constructs to understand their relationship to each other.
The model you conceptualize here is a mediation model. That means that you assume that social media marketing, through social, skepticism, and ethical consumption, has both direct and indirect (mediated) effects on brand equity. Moreover, your model suggests three parallel mediations (given that all three mediators are in the middle of the model at the same time). I think this is problematic because it will be very hard to provide support for such a complex model. For example, Social Media Marketing Activities in itself, are not likely to drive skepticism or ethical consumption, while it may be that they drive "motivation to use social". All of the mediators may contribute to brand equity, but brand equity is also likely to contribute to some of the mediators (e.g., high brand equity may reduce skepticism).
What is the overall idea of your model? How are social media activities measured and what do they include? Is it for a range of firms or one firm? Is it one activity or multiple different activities?
Advertising skepticism is a biased opinion or most clearly an inhibition towards the perception of consumers while designing or delivering content. this may vary from one culture to another or from segment to another within the same culture.