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Who wins?

Executioner- http://en.wikipedia.org/wiki/Executioner_%28comics%29

skurge

With the Axe, it is no contest.
No axe... a little closer. Skurge is a little under Thor in strength, and Thor is way stronger then Colossus... so it's logical to assume that Executioner is stronger (maybe only by a little, but it's an edge).
As an Asgardian, Skurge is fairly tuff and impervious to dammage- but Pete's steel skin gives him and edge here.
So it comes down to fighting skill. No contest here. Executioner has been fighting for millennia, against gods and monsters- battle is his life. Pete is good, but I don't see him taking Surge, the god-killer.
Executioner 9/10