I installed Hialgo BOOST universal. It works with every game I've got.

It works flawlessly with Skyrim's official launcher, TESV. However, it does not work with SKSE_Loader. I have tried with and without admin permission, both on shortcut and direct file. Neither work. It's strange, assuming with TESV.exe it works flawlessly (from 20 FPS to +30 FPS). I would ignore it but after seeing the advantage it does, I just can't.

For the record, I played Skyrim in the beginning of the year, back when to you Hialgo BOOST you still had to install .dll and stuff on Skyrim's main folder instead of that universal injector. It worked.

Any clues of why it doesn't, and maybe tips? If I were to guess, Hialgo simply doesn't identify it as a game/exe file.

By the way, I did not do any installation nor copy/paste files in Skyrim's main folder, as it wasn't requested. Maybe that's a problem and am skipping a step, idk. I use Hialgo BOOST universal 5.00 ftr.
Hm, universal BOOST should work even with SKSE_Loader.

I assume that you uninstalled the legacy BOOST and installed universal BOOST, right? And I assume you see the prompt "ACTIVATE HIALGO BOOST?" when you launch games, right? 

I did not do any installation nor copy/paste files in Skyrim's main folder, as it wasn't requested

Yes, there is no need to copy anything into Skyrim folder. And it is important that legacy BOOST files be removed from this folder (by uninstallation).

Every time BOOST tries to inject itself into some program, it creates a folder named similar to the path to this program, as described here. Please check which folders have been created on your computer. Maybe this will give you a hint about what happens with SKSE_Loader. Also, there are log files in these folders, the most important is HiAlgoBoost.log. You can open them - maybe there are some warnings or error messages, that can help.