Soft Cover
Soft cover is cover, except with the differences that it says. Emphasis mine:
Creatures, even your enemies, can provide you with cover against
ranged attacks, giving you a +4 bonus to AC. However, such soft cover
provides no bonus on Reflex saves, nor does soft cover allow you to
make a Hide check.
That's pretty clear. It says flat out that it provides cover against ranged attacks, with the exceptions listed. AoO's are not listed as an exception, so the Cover rules apply.
AoO's Are Blocked
From the cover rules:
To determine whether your target has cover from your ranged attack,
choose a corner of your square. If any line from this corner to any
corner of the target’s square passes through a square or border that
blocks line of effect or provides cover, or through a square occupied
by a creature, the target has cover (+4 to AC).
Here's your example:
C <-> F1 <-> F2
Assuming those are all medium creatures, there is no line between C and F2 that doesn't go through F1's square, so cover applies.
When making a melee attack against an adjacent target, your target has
cover if any line from your square to the target’s square goes through
a wall (including a low wall). When making a melee attack against a
target that isn’t adjacent to you (such as with a reach weapon), use
the rules for determining cover from ranged attacks.
This says we use the ranged rules for a reach attack, so it has cover.
You can’t execute an attack of opportunity against an opponent with
cover relative to you.
Since it has cover, we can't do an AoO.
But! Large Creatures
Now consider this scenario:
--------- 1234 = large creature
-12FG---- F & G = medium creatures
-34------
---------
Same thing as before, they're adjacent. Except C is now large. The rules say that a large creature gets to pick one of its squares to determine cover.
To determine whether your target has cover from your ranged attack,
choose a corner of your square.
It can use #4 (as it can use any of its squares), and from that square it has the ability to hit G without going through F's square. As a result, G no longer has cover and the large creature can make an AoO.
That's also mentioned in the cover rules:
Any creature with a space larger than 5 feet (1 square) determines
cover against melee attacks slightly differently than smaller
creatures do. Such a creature can choose any square that it occupies
to determine if an opponent has cover against its melee attacks.
Similarly, when making a melee attack against such a creature, you can
pick any of the squares it occupies to determine if it has cover
against you.
On the upside, if G has reach, it can choose #4 as it's square as well, and it can attack the large creature without F being cover.
A creature that, because of the creature's size, provokes attacks of opportunity for entering a foe's square provokes attacks of opportunity when entering that foe's square even if the creature enters that square by taking a 5-ft. step...
The rules cited in the question are from two different places about two different things. The 5-ft. step rules don't care about the creature size rules, and the creature size rules don't care about the 5-ft. step rules. The two rules are managed independently and don't interact. Thus, when a Tiny, Diminutive, or Fine creature enters an opponent's square, it provokes an attack of opportunity even if it entered that opponent's square by taking a 5-ft. step. That's a function of the creature's size exclusive of the creature's 5-ft. step.
Example 1
A Tiny, Diminutive, or Fine creature takes a 5-ft. step when adjacent to opponent and within that opponent's threatened area that doesn't provoke an attack of opportunity (because of the 5 ft. step) and moves into his opponent's square which does provoke attacks of opportunity (because of the creature's size).
When a Tiny, Diminutive, or Fine creature takes a move action to move within its opponent's threatened area then enter its opponent's space, the creature probably should provoke attacks of opportunity twice, once for the movement within the creature's threatened area and once for entering the creature's square, except that the FAQ (see below) says to treat the opportunity granted by moving within a creature's threatened area as part of the same movement needed to enter a creature's space. Thus a typical Medium creature gains only one attack of opportunity against a Tiny foe that takes a move action to enter the creature's square.
Example 2
A Tiny, Diminutive, or Fine creature takes a move action to travel 30 ft. to enter an opponent's square. The creature provokes an attack of opportunity when moving within the opponent's threatened area as normal then can enter the opponent's square with impunity.
It's sort unfortunate that two attacks of opportunity aren't provoked. It might've saved the Dexterity 13 commoner with the feat Combat Reflexes from death by house cat.
...And the FAQ agrees
The Pathfinder Roleplaying Game Core Rulebook FAQ contains the following exchange:
Question: In the section on Tiny and smaller creatures, it says that entering a creature’s space provokes an attack of opportunity, but typically 5-foot steps don’t provoke an attack of opportunity. If a Tiny or smaller creature took a 5-foot step into a creature’s space, would it provoke an attack of opportunity?
Answer: Yes. Even with a 5-foot step, a Tiny or smaller creature entering a creature’s space provokes an attack of opportunity (unless it is using a more specific ability to avoid the attack of opportunity such as the Monkey Shine feat). This doesn’t mean that a Tiny or smaller creature entering a creature’s space and moving out of a threatened square with a move action provokes two attacks of opportunity from that creature, for the same reason that moving out of multiple of a creature’s threatened squares in the same move action doesn’t provoke two attacks of opportunity.
This exchange was added to the FAQ in Jan. 2016.
Best Answer
The glaive-armed skeleton (if typical) shouldn't've been able to make an attack of opportunity against you
The Player's Handbook on Cover and Attacks of Opportunity says, "You can't execute an attack of opportunity against an opponent with cover relative to you" (151). In this case, you have cover from the glaive-armed skeleton because of the skeleton directly in front of you.
To be clear, "When making a melee attack against a target that isn't adjacent to you (such as with a reach weapon), use the rules for determining cover from ranged attacks," and, although this is merely soft cover, "even your enemies… can provide you with cover against ranged attacks" (both also PH 151). Taken all together, this should've made it impossible for that glaive-armed skeleton (if a typical glaive-armed skeleton) to have made an attack of opportunity against you, even if the DM ruled that closing the giant stone doors provoked attacks of opportunity. The one right in front of you can still stab you with an appropriate weapon under such a ruling, though.
One way to fight normally with a reach weapon despite enemies or allies providing such cover is by taking the feat Precise Swing (Eberron Campaign Setting 56). A skeleton of sufficient base attack bonus could have this feat were the skeleton created by and labored over by a being possessing the feat Graveborn Warrior (Dragon #312 38). However, given the obscurity of both feats, this seems unlikely.