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I think that there are a couple of problems here.

1. ROS 2 Eloquent reached End-of-Life in November of 2020, and rosdep does not download data related to it unless specifically instructed to do so. You should update rosdep by running rosdep update --include-eol-distros.
2. Even after that, rosdep is going to attempt to download the debs for a handful of packages that aren't present in the archive you downloaded, or possibly aren't installing their package manifests and therefore can't be found.

The documentation you referenced is no longer correct. You should add the following packages to the --skip-keys argument you're passing to rosdep: cyclonedds rmw_opensplice_cpp rosidl_typesupport_opensplice_c rosidl_typesupport_opensplice_cpp

Of these, cyclonedds is needed because it doesn't install its package.xml in the archive you downloaded. It's there, but rosdep can't find it. The OpenSplice dependencies are missing because some packages are declaring explicit dependencies on them in order to work around the fact that the buildfarm doesn't implement "group" dependencies. We're aware of that limitation, but I wasn't aware that this particular use case was fallout from that problem.