Crying it out means that you leave the room while baby is crying and let them sort it out for themselves. Unfortunately, you're not teaching them to self-soothe, you're teaching them that their efforts at communication don't work. BW methods are based on helping give your child the tools to soothe themselves, meaning that you are there with him to show him the way and reassure him of your presence and trust. I think the most important thing is to be able to tell what your baby is saying with the cries. I never leave my dd to cry, but I may alter what I do depending on what the cry sounds like. For example, if it's just a tired cry that has a trailing of sound at the end of each 'waaaaa', then I know that she just needs to fall asleep and putting her down for the nap is all that she needs. If she sounds uncomfortable, then maybe the swaddle blanket is bunched up underneath her or her diaper is wet/dirty. Once her needs are met then she'll nap. Some babies have a mantra cry that is their way of self-soothing, and it's a cry that doesn't escalate but has a distinct rhythm to it. I believe it's OK to leave them, but I don't know because neither of my DDs ever did that.
I don't generally skip a nap, but if you're trying a sleep train method and it's taken so long that you've come up to the next feeding time, I think you're supposed to give up on the nap and start EASY again but with less A time. Again, that hasn't been my experience, so I'd double check that.
HTH!