If the flight was operating, then you should claim €250, €400 or €600 (depending on distance) per person from SK for involuntarily denied boarding as you didn't cancel your trip. SK also has to rebook you as soon as possible and at no extra cost for you.

If the flight was cancelled, then you can still claim €250, €400 or €600 per person if the cancellation wasn't for extraordinary circumstances. You were not informed about what happened until you were at the airport, so you were informed of the problem less than two weeks in advance. SK also has to rebook you as soon as possible and at no extra cost for you.

According to case C‑302/16 in the European Court of Justice, it's the airline's problem if a rogue travel agency between the airline and the passenger which doesn't forward correspondence from the airline to the passenger. Presumably it's also the airline's problem if the travel agency cancels tickets without asking for permission from the passenger or even informing the passenger.