I put an experiment yesterday:
Skype is on the PDA, via bluetooth is connected to the phone, which via GPRS goes to the Internet. Actually, you can use a bundle without bluetooth, in one device on any communicator, where Skype will go.
The idea was to call via Skype on the same phone from which the GPRS-connection of Skype comes.
Scheme hellish machines:

As you know, GPRS connection is interrupted when an incoming call. The question is whether the call?
A full-fledged conversation, naturally, will not work, for the same reason - the break of the GPRS connection does not allow answering.
The experiment was a success, the call passed, 6 seconds of incoming communication (according to the phone), then the call was interrupted outside.
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Why the call has passed can also be explained: Skype sends a request (call) and compressed voice data, which takes some time - the time it takes to send the data sent via the Internet. This data was sent before the GPRS connection was lost. Accordingly, I manage to get this data packet to the phone and hear it.