If you need to change materials per-instance, this is one way: Different materials for same Spine character
As I mentioned in that thread, SkeletonRenderer sets the materials based on the AtlasAsset every frame (every LateUpdate). It does so because multi-atlas setups potentially change the number, order and source of Materials at any given point.
If you need to change the material across all instances, you can just change the material set in the AtlasAsset. That's where SkeletonRenderer pulls its materials from.