Put 2x6 headers over the top to support the rafters if you cut out any knee wall studs. The dormers are usually supported by the wall studs in the dormer, the load is then supported by the floor.
Built-ins in the sidewalls of the dormer? Never seen it done.
By all means,, DO insulate the back of the bookcases. They will be the final barrier between the cold attic air and the warm interior of your house. AND in the summer, the cool air from your air-conditioner will cool your book case and the back wall will condense moisture in the attic space. While you're at it, put the vapor barrier on the back of the case before you install it. Then you can insulate it from behind.
Tom in KY, warm, dry, safe.