I was able to search Google for the string in your question:

This page explains how to upgrade a Kubernetes cluster created with kubeadm from version 1.14.x to version 1.15.x, and from version 1.15.x to 1.15.y (where y > x)

to find which official docs you were referring to (I've updated your post with a link as well). I searched that page for the word "skip" and found:

You only can upgrade from one MINOR version to the next MINOR version, or between PATCH versions of the same MINOR. That is, you cannot skip MINOR versions when you upgrade. For example, you can upgrade from 1.y to 1.y+1, but not from 1.y to 1.y+2.

So that answers your first question, i.e.

should i always upgrade to the latest in the 1.14 line before attempting upgrade to 1.15?

Yes.

For your second question:

does x have to the same? ie i have to do 1.14.5 to 1.15.5? (i assume not... but x -> x seems to state so...)

No, x doesn't have to be the same.

Finally:

is it okay to upgrade directly to the latest 1.15? (1.15.4 at time of writing), or should we start from 1.15.0?

Yes, it's okay, in fact it's probably recommended to go to the latest. Patch versions often fix bugs and security vulnerabilities, so you should always go to the latest patch of whatever minor version you're trying to go to.