I do a lot of marquee selections and I keep accidentally duplicating my skybox. I still want to see it, but I am trying to find a way to lock it so that it cannot be selected, moved, or duplicated.
There is no way. But… you might take a look at Layers. They give you a way of referring to groups of objects:
You can do it with my plugin. Available on marketplace : https://www.unrealengine.com/marketplace/en-US/product/freezer/