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@Dammit
Minimum it's likely to be (if it's a thin dividing wall) would be 12mm plasterboard on a 50mm stud.
Which would put it within range of a standard drill bit going into the "far" wall when you drill through the "near" wall, if that makes sense.
When drilling into plasterboard you only need to go through the 12mm of board (which might be thinner than that if they've used the shallow stuff), so putting a collar on the bit (i.e. wrap the bit in electrical tape ~1.5cm from the tip) and not putting that into the wall should stop "poke through" issues.
For plasterboard the key thing to remember is that whilst it's weak, if you spread the load so all the point loads are fairly low (i.e. Souls cupboards) then you should be fine.
With the shelving you are talking about (if I've got the right thing in mind) there should be screw fixings every foot or so on the vertical rails that the shelf brackets go into?
If so, they'll be fine, either using the butterfly-style "poke through and open" type, or the conical metal "plugs", which would be my choice:
You can screw those directly into the wall, but I'd probably mark (rail against wall, pencil through screw-holes) then use a bradawl (or a pilot drill) to make the initial guide hole, then screw the plugs in.
All of that said, going into the stud is always going to be stronger, but of course you need to find the stud.