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All good the shelf columns are screwed to the wall girts.To remove the risk of your shelfs toppling, because our impatient may result in is climb up the shelf to reach stuff on top, consider bolting the rear shelf legs to the concrete floor or strap the shelf to the shed frame.
No, the blue is the house wrap (sarking) and if you zoom in you can see the slab rebate where the external brick skin will sitIs it reverse brick veneer?
It quite normal to load the frame up (with the roof load) before laying the bricks.Yeah brick veneer. Bricks are going up after roof it would seem.