The SCARTs on Sky boxs (and the MySky) are setup as a full composite in and out SCART. You can purchase 6cable SCARTs that support composite in/out and audio in/out. If you plug this into the STB VCR SCART and connect the RCA plugs of the cable into the Video and audio in/outs of your VCR then you can record sky on the VCR, and watch your VCR via the composite out of the TV SCART of the MySky when you press the AV or VCR button on the mySky remote.
Another way of using all this, would be to connect the component (not composite but you could use composite) output of your DVD player into the VCR scart of the mySky using an approprate SCART cable or adpator, then connect component video from the TV SCART to your TVs component input via a suitable SCART to component cable or adaptor. When you place the mySky into standby or press the AV button the DVD player would be routed to the component input of your TV, when you turned the mySky back on or pressed the AV button the mySky would reapear on the TV SCART output. This is handy if you only have one component input on your TV.
All the above was all good stuff in the old days in Europe, it was quite common to daisy chain several SCART devices together and they would all have access between one another.
Things to remember, SCART connectors have five video circuits, composite in, composite out, Red, Green and Blue channels that can be either in or outs depending on if its a display or a STB, and there is audio in and out. The Red, Green and Blue channels have Pr, Y and Pb respectively on them if the device supports component video, and in S-video mode the composite in or out carries the Y channel and the Red channel carries the chroma circuit. Thus both composite and S-video are directional.