Unlike some other ISPs (Vodafone (Openreach) FTTP PPPoE), Sky does not use PPPoE for its Openreach FTTP products.

For EdgeRouter/USG:

set interfaces ethernet eth0 dhcp-options client-option 61
# yes, " is meant to be there - along with the double semicolons
set interfaces ethernet eth0 dhcp-options client-option "send dhcp-client-identifier "anything@skydsl|password123";"
set interfaces ethernet eth0 dhcp-options client-option "retry 60;"