Does the skunk 2 intake manifold loose horsepower when it heats up?
Should I put back on the stock gsr intake manifold?

 

No it doesn't. In fact the Skunk2 manifold, when combined with appropriate supporting mods, will gain quite nicely across the board regardless of temperature. If you're referencing heat soak, it's unavoidable and would affect the stock manifold nearly as bad. Get a Hondata intake manifold gasket and don't worry.