Thanks @Cranktrain for answering!
@[gelöscht]
Please note that Spine offers even better ways for typical 8 (or 4) direction movement, which also allows for transition animations, etc. Amoung other forum threads, Erika described it in this forum posting here. There is also a twitch stream linked in the posting that shows everything in detail.
If you still want to switch skeletons, please do not switch them via changing the assigned SkeletonDataAsset
and re-initializing it every time, as this would be very wasteful. Instead you should just have one additional GameObject (e.g. as child Transform of your character's main GameObject) for each direction skeleton. Then when changing directions, you disable the active direction skeleton and enable the new direction skeleton. This way everything is only initialized once.