Met an FO who went from Mesa to Skywest after 4 months. He's now at UAL.
I would say that he moved upwards and not laterally.
Your career is not doomed if you move from Mesa to Skywest. Why would the majors care? They know you're coming to them and are there to stay. It would be unwise to make a lateral move in the majors, but the Regionals?? Common.

Mesa to Skywest is an upward move in my opinion.