If the only changes you made were adding the new light and protein skimmer, then they are both likely to be partially to blame. But, the hair algae evident in the photos may be indicative of elevated NO3 and PO4. Test for both, then remediate as necessary. Ideal range is 1 to 100. Example: .003 ppm PO4 / 3.0 ppm NO3
Euphyllias will often respond to photoshock with polyp retraction. I call it "squinting", much like you would walking out into a bright day from a dark room. Try running the Prime a bit lower at first.
Further, it doesn't look like you have a significant bioload, so it's possible the water is too stripped by your new skimmer. Try running it only at night and only for 3-4 hours.