I have a gable roof on which I want to place some skylights
Trying to construct objects off-axis is a very poor idea: you are fighting SU’s inference engine every step of the way. The idea is not to draw the skylight in place, any more than the skylight manufacturer would attempt to fabricate it in place on your roof in the real world. That’s taking something simple and making it about as hard as you can make it.
Model the skylight as a component in a convenient location and a convenient orientation. Then simply install the completed skylight into the roof.
You can “draw” on any surface regardless of its orientation. Look at the visual cues SketchUp gives you, like, for instance, the “on face” inference. Read the documentation about inference and inference locking.
In sorting out roof details, I’ve had some luck with placing the axis (temporarily) on the slope of the roof. Then just right click on the axis and click reset. This is most helpful when the roof facet is on a compound angle to the model axis.
I found that trick by mistake and glad I did.
Why leave learning to chance?
You could draw a rectangle on the sloping roof, then double click and right click, then Component. Then set the axis of the component to the corner of the rectangle. Use the Component dialog to find your new component and insert it anywhere on the “ground”. It will allow you to edit the component at your leisure, out of the way of the main model, and whatever you model there will also appear on the roof of your model.