Question about Skin depth
The EM wave travels in the midspace and arround two conductors. EM wave is a pure energy transfer, while the current in the wires is a pure loss. Actualy you can imagine two conductors like train bins that guide that EM wave. If the frequency is higher you can observe a phenomena skin effect due to eddy currents in the conductor, so the majority of current flows on the surface.
EDIT:


EM wave is copmosed by electric(E) and magnetic(H) field, in the picture you can see the pattern of E,H field arround two conductors that deliver power to the load - there is a voltage in between them and the same current flows in both directions (forward and return). The energy of the EM wave is a Poynting vector S = E x H (cross product). You may imagine that energy density is larger in the space near conductors, while it soon drops because the  H vectors originated from two wires subtracts each other in outer space, but they sum in the midspace.