By the main piazza in Milan there is shopping. As you face the front of the Duomo, go to the left and you will find a department store.
It would certainly be cheaper, and less of a hassle if you found the skirt in the US and just pack it.
You don't necessarily need a skirt to go into a church, just pants below the knee. I know when I travel, I wear capri length pants and have never had an issue in churches.
As far a a pocket goes, if you can't find a skirt with a pocket, then invest in a neck wallet and wear it under your shirt...that will work for day's needs in cash, and you can keep your passport, etc in that too.
REI has a great selection of Eagle Creek security pockets for this use...or visit Target's travel section, they also have this item, as would any luggage store.
Have a wonderful trip.