You don't need a skeleton data file for each character. A skeleton is always exported as a single file. At runtime you load that file once, then create any number of skeleton instances. You configure each skeleton instance to have the skin(s) corresponding to which character it is.

Texture atlases are separate from the skeleton data. You can choose to load only the texture atlases you need.

Note you can pack your atlases separately from exporting the skeleton data:
https://zh.esotericsoftware.com/spine-texture-packer#%E5%8D%95%E7%8B%AC%E8%BF%90%E8%A1%8C%E7%BA%B9%E7%90%86%E6%89%93%E5%8C%85%E5%99%A8%E3%80%82

Alternatively, instead of packing an atlas beforehand, you can distribute individual images in your app and pack them into an atlas depending on what skins are visible. You can choose skins based on what characters are in a level, what weapons they have, etc. This is more complex, but allows you to have many thousands of attachments. When you have such a large number, you probably want to attach only template images in the Spine editor, then you create attachments dynamically at runtime to replace the template attachments. See:
https://zh.esotericsoftware.com/spine-runtime-skins#%E5%88%9B%E5%BB%BA%E9%99%84%E4%BB%B6
English version:
https://en.esotericsoftware.com/spine-runtime-skins#Creating-attachments

We have an example of doing this here (English, sorry):
http://esotericsoftware.com/spine-unity-mix-and-match

When you use template images in Spine, you don't need to pack them into an atlas. At runtime, you don't use the template images at all, they are only for visualization in the Spine editor. You load only the skeleton data without images, then you modify the template attachments to have the actual images you want.

I understand you moved your images to a subfolder for each character. It's not clear how you packed these into an atlas. If you packed the parent folder, the result will be one atlas with the images for each character on a separate atlas page (PNG). If you don't want to load all the PNGs at once, at runtime you'll need to load the atlas data, then selectively load the PNGs. The PNGs are not currently named after the subfolder -- we will look at doing that. One thing you can do is to find a region in the atlas (using findRegion) that you know is for a particular character. From that region you can get the atlas page and the page's name matches the PNG file.

To make it easier at runtime, you can just pack an atlas for each character. I suggest to write scripts to do this. Then you just load the atlas corresponding to the character.

I'm glad that will work for you! Though I still contend that it is easiest to write a shell script that packs an atlas for each character. Using shell scripts is good because you don't need to rely on animators or developers to do the packing correctly.

When exporting skeleton data and packing a texture atlas at the same time, the "Pack [Attachments]" option will only pack attachments in use by the skeleton. Otherwise, if you pack using "Pack [Image folder]" or you run the texture packer separately from skeleton data export, it packs all the image files it finds. In that case you'll want to keep your images folder clean, so it only has image files that are being used.

You can see in the editor which image files are not used. Used files are shown green, unused files are shown orange:

Изображение удалено из-за отсутствия поддержки HTTPS. | Показать

You can "clean" your images folder by packing an atlas during skeleton data export using "Pack [Attachments]", so it contains only used images, then unpack that atlas to get individual image files again, without any unused image files.