How do adjustable shelves work?

Most rely on a system called Tonks fittings. Two metal strips sit flush inside each side panel. They have rectangular slots cut into them at regular intervals. You push a small metal wedge into four slots at the same height. The wooden shelf then rests directly on top of these wedges.

I have this gap behind the glass doors where dust gets in, is there supposed to be some sort of seal there?

The gap is normal. Cabinet makers designed these doors with a slight clearance to stop the wood binding when humidity changes. If they fit tight, a damp summer would swell the timber and jam the door shut. Some versions had a slim strip of velvet tacked along the meeting edge. This acts as a dust baffle. You can add a strip yourself if dust is a problem in your room.

Can you paint over mahogany veneer?

You can, though preparing the surface takes effort. The original polish needs a thorough sanding before primer will grip properly. Stripping the old finish off first yields a better result. Keep in mind that heavy sanding risks burning straight through the thin veneer down to the pine carcase beneath.

When we tried to move the bookcase upstairs the top section wobbled a lot, are they usually built in two separate pieces?

Almost all tall Edwardian bookcases come apart into at least two sections. The glazed upper cabinet just rests on the deeper solid base. Gravity holds it in place, sometimes aided by hidden wooden dowels. You should always separate the halves before lifting. Dragging them as one unit strains the side panels. Lift the top section straight up and carry it separately.

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Edwardian Bookcases from the 19th Century

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Built between 1901 and 1910, these glazed wooden cabinets usually feature glass doors above a solid base, designed to store and display books in the increasingly literate middle-class homes of the early twentieth century.