Related Issue or bug

Closes #3523
Closes #3591

Describe the changes you've made

• Updated sktime to version that fixes their previous bugs
• Updated show_versions to add more dependencies

Type of change

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Code style update (formatting, local variables)
• Breaking change (fix or feature that would cause existing functionality to not work as expected)
• This change requires a documentation update

How Has This Been Tested?

Existing unit tests have to pass on GitHub CI

Checklist:

• My code follows the style guidelines of this project.
• I have performed a self-review of my own code.
• I have commented my code, particularly in hard-to-understand areas.
• I have made corresponding changes to the documentation.
• My changes generate no new warnings.
• I have added tests that prove my fix is effective or that my feature works.
• [x ] New and existing unit tests pass locally with my changes.
• Any dependent changes have been merged and published in downstream modules.