Skyline path queries (SPQs) extend skyline queries to multi-dimensional networks, such as multi-cost road networks (MCRNs). Such queries return a set of non-dominated paths between two given network nodes. Despite the existence of extensive works on evaluating different SPQ variants, SPQ evaluation is still very inefficient due to the nonexistence of efficient index structures to support such queries. Existing index building approaches for supporting shortest-path query execution, when directly extended to support SPQs, use an unreasonable amount of space and time to build, making them impractical for processing large graphs. In this paper, we propose a novel index structure, backbone index , and a corresponding index construction method that condenses an initial MCRN to multiple smaller summarized graphs with different granularity. We present efficient approaches to find approximate solutions to SPQs by utilizing the backbone index structure. Furthermore, considering making good use of historical query and query results, we propose two models, S kyline P ath G raph N eural N etwork (SP-GNN) and T ransfer SP-GNN (TSP-GNN), to support effective SPQ processing. Our extensive experiments on real-world large road networks show that the backbone index can support finding meaningful approximate SPQ solutions efficiently. The backbone index can be constructed in a reasonable time, which dramatically outperforms the construction of other types of indexes for road networks. As far as we know, this is the first compact index structure that can support efficient approximate SPQ evaluation on large MCRNs. The results on the SP-GNN and TSP-GNN models also show that both models can help get approximate SPQ answers efficiently.