I have already taken several flights with Sky Express, it is a very reliable airline. You will always read catastrophic reviews on any airline, take into account a few negative reviews on the airline that will take you to Milan and you will stay at home. :))
If you have a total of 30 days I do not understand why you booked a flight to Thessaloniki on day 30. Do you have a return flight to the US from Thessaloniki? (to my knowledge there is no direct flight Thessaloniki → USA).
You have chosen Crete and the 4 most famous and popular islands in the Cyclades, know that there are about fifteen others just as beautiful and more authentic in the Cyclades islands alone.
Choosing these islands is not necessarily a bad choice but if you do not take into account the ferry routes it will be difficult to establish an itinerary without going back to the same island twice. Especially since apparently you will have to end it in Crete.
When you do island hopping you cannot travel from any island to any other, even if they seem close to each other. There are ferry routes, so sorry if the following will seem "technical"
All ferries that go to Crete from the Cyclades islands go through Santorini, so logically an optimized itinerary should end with:
Santorini → Crete
(However in 2025 there is a possibility to fly from Naxos to Crete 2 times a week from June on Thursdays and Sundays only)
Then, only Milos and Naxos have direct ferries to Santorini.
So you could do:
Milos → Santorini → Crete
or
Naxos → Santorini → Crete
Paros → Santorini → Crete would be more difficult.
In my opinion the best itinerary if you stick to this choice of islands is this one:
Athens → Milos → Paros → Naxos → Santorini → Crete
The trickiest part is going from Milos to Paros since Milos is the only island of your choice located in the Western Cyclades.
If I were you I would replace Paros with Sifnos which would give you the following itinerary:
Athens → Sifnos → Milos → Naxos → Santorini → Crete
eating fresh food (from the market or small restaurants that have a
daily menu based on the local catch)
This is a laudable intention but be aware that the very touristy islands that you have chosen and whose population can be multiplied by 10 or more with the arrival of tourists are barely able to be self-sufficient with only its residents. So do not expect to eat "fresh local catches" at every meal.
What towns are your favorite on each island to stay in?
Apart from Crete which is almost a country in itself, the islands have small villages of a few hundred or thousands of inhabitants including a capital which is the most populated small town and often also the port of arrival of ferries. (not always the best place to stay).