Yes you can run Thread and z2m at the same time using the SiLabs Multiprotocol Add-On. However I would consider it as “beta”. For example I have to restart z2m a couple of times after rebooting the system to finally get z2m to come up, and you’ll need to use the latest z2m.
Be aware that using the SiLabs Multiprotocol Add-On will automatically change the firmware on the SkyConnect and if you ever want to go back to running ZHA or z2m standalone, you’ll need to reflash the Skyconnect manually.
Once the SkyConnect is running with the Multiprotocol Add-On, the following settings should work: