To determine what is causing this please answer the following:
1. Are you using Skype compact view or default view?
2. When recording do you have the preview window showing? Is it set to automatically show the preview screen in settings?
You can stop the recording from the preview pane too
That the toolbar dissapears when main Skype window is closed/minimized is normal, when main window is shown it should be there (unless moved off screen/hidden behind other window)
3. Do you have the toolbar docked?
4. What happens if you click dock toolbar from the systray icon?
5. Additional information: OS, Skype version