I thought the Kaliba group was involved with the future Skynet in that future Skynet sent back agents to gather support and resources to ensure it would be built by Daniel Dyson--just like Weaver went back in time to create John Henry. I don't know if there was a belief system in place for the Greys that protected Skynet that applied to the future, or if they were just doing it because of the money/power to be gained by having such a powerful computer system. Whichever it is, I love that humans were trying to protect the "bad" machines by killing the good guys. It gave a nice twist to the usual "Connors always being hunted by metal" storyline. I'll try to pay more attention this viewing to see what I'm missing.
****, now I'm wondering if Skynet picked that point in the past not only because it needed Dyson, but because it also needed to hack John Henry--which would be crazy that Weaver was unintentionally helping create Skynet by creating her anti-Skynet that she needed to help John destroy future Skynet.