I drove tour bus for two years for those cruisetours. I would not recommend them. You'd be better off renting a car and putting together your own great trip. The TripAdvisor forums can be a great help: https://www.tripadvisor.com/ShowForum-g28923-i349-Alaska.html
Redeye Rides I believe operates year round. That would get you to Anchorage where you could rent vehicles: https://www.redeyeridesllc.com/
Here's the details on Denali after the summer season has ended: https://www.nps.gov/dena/planyourvisit/shoulder-season.htm
Here's the contact info for AvisAlaska's office in Skagway if you want to call and talk to them directly: https://www.avisalaska.com/locations/skagway/
You need clear skies to see the Northern Lights, and that's if there's aurora activity. Since your cruise is through a temperate rain forest, you chances for clear skies is low. If you want to see northern lights, fly to Fairbanks in early March