Admittedly, `=covered` is used for "covered" wooden bridge. But that could be `covered=yes` + `bridge:material=wood` . `indoor=yes` don't fit for these, unless you consider these to be `building=bridge` , which is inapplicable. 
As a side note, a "skyway" is connecting the higher levels of buildings. That's difficult to define here, as the bus terminal side is not very indoors. 