We normally always install Velux.
We install a Wasco skylight that the homeowner purchased. It had a rubber flashing with a built in channel that the shingles terminate into. The rubber flashing is the same width all the way around so there is no back pan.
The one we got had splits at the corners where the 45 degree mitered joint failed to fuse properly.
I'm gonna stick with Velux. Why fix something that ain't broke?