I can't find Sky Go on my Mac

Download and run the shareware app Find Any File to search for any files with the application's name in the file name.  For the Sky Go software you'd do the following search(es): 

1 - Name contains sky go

2 - Name contains sky

Use this search result format:

So you can get this result and know where the app and it's files are located:

FAF can search areas that Spotlight can't like invisible folders, system folders and packages.  

Have you searched for it using Spotlight? You can use a partial name as search criteria.

This should help: https://www.sky.com/watch/sky-go/macos

The Sky Go app is located here: Startup drive > Users > Account > Applications

Move it to the Applications folder marked in red