Paul Keinanen wrote...

While inductance and capacitance are frequency independent,
the resistance of a coil will vary with frequency due to the
skin effect, since at higher frequencies, the conductivity of
the inner part of the conductor is not used.

Skin effect applies equally around the periphery of each wire,
what you've described above is the more serious proximity effect.

Thanks,
- Win

whill_at_picovolt-dot-com