I know that RDBMS that Pega supports for installation are either Oracle, MS SQL Server, DB2, or PostgreSQL. These are for "internal" database.
As for "external" database communication, if I understand correctly, it is no longer a matter of Pega and whether Pega supports or not depends on if application server supports the RDBMS via JDBC connection. Examples are, MySQL, Sybase, Teradata, etc. These are not supported for Pega installation, but there are JDBC driver manufactured by these vendors. That means we can still connect from Pega Platform to these RDBMS tables. Am I correct with above statement?
As explained by my colleague Paul over here Skbase is already used as an external database by another customer and it seems to be working as expected. Also i would suggest you to go through the first comment in the discussion to be more cautious. Hope this might help you.