The Beograd-Skopje offer is "Macedonia-Special". Thus it's not a direct discount from the TCV.
Yep, it's not standard SET (which should cost app +10 EUR), but at the same time it's not a global price "tied" to a specific connection either, thus it's tricky.
Regarding "Beograd/Budapest Spezial" we actually looked at MAV docs and found a note stating "Az útmegszakítás nem megengedett"(=stopover not permitted) about the offer (+there is even a limitation on train use - only direct ones), so in case the same thing applies for ZS-MZ "Macedonia-Special", then you'll need to reconsider your ticketing (like go with domestic Beograd-Nis, then Nis-Skopje "Macedonia-Special" (15.7 EUR) + domestic Nis-Vranje, which you'll use either on the way there or back (basically then "Macedonia-Special" will work for you only like Nis-Skoje-Vranje or Vranje-Skopje-Nis) or maybe even domestic on part Beograd-Vranje both ways + Vranje-Skopje SET (should be around 8 EUR), so just count which set of tickets gives you the better total
But also you might try asking from ZS, who knows, maybe rules of use for "Macedonia-Special" differ from "Budapest Spezial"