The Red Skies was a region of the Dreamspace that the Stikini were native to.
The Twelfth Doctor and Reeves freed Bill during the ceremony, but the ceremony succeeded. In the Red Skies, Bill met the other Seminole that Totika had banished. The Doctor contacted Bill, telling her where she was. Bill and the Seminole willed themselves out of the Red Skies, forcing the Stikini back there. Reeves and Joey destroyed the totem used in Totika's ceremonies. Afterwards, the sky opened up, and the group saw the Stikini get burnt by an unknown force in the Red Skies. (COMIC: The Parliament of Fear)