Screws not supporting brackets

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Alternatively line your alcove; place boards against the side walls of your alcove, secured with plasterboard screws, line top & bottom with boards using angle brackets, and mount your shelves and clothes rail from there.
The top board and shelves will keep the side walls separate and the sides will support the weight.
I'd say 12mm ply would suffice? If it's a large alcove, use 18mm for strength?

Coat of water based paint for wood, will look gorgeous.
You may want to line the back to hide those horrible big holes....
 
Turn off the hammer when drilling and see if it drills cleanly. Big rookie mistake is to go in with the hammer on and make a bigger hole than you need as the drill wanders with the percussion especially in old walls. If you're left with too large a hole, whittle some wood plugs into a rough conical shape, drive them in with a hammer and flush cut which is the old way before Rawplugs (other brands are available).
Before anyone tells me I'm wrong, my Grandad, and my exes Dad were both skilled trades who showed me these tips and I've literally put up dozens of shelves, cupboards etc.
 
As guitardoctor notes; hammer action on a drill can cause the hole to be too large if the substrate is too soft. This is pretty common where you have a hard wall (brick/stone) that's been plastered. This gets even worse with "dot and dab" (whereby you have 1/2" of soft plasterboard, probably 1/4" of air, then the brick/stone. Better to start without hammer action, see how far in you get, then only engage the hammer action to get into the harder material.

If you're struggling to get a rawl/wall plug into the drilled hole then (unless the hole hasn't been drilled deep enough) it may be full of brick dust - a quick "wipe" with a vacuum cleaner will suck out any debris.

Decent plugs also make a huge difference - especially on difficult substrates. I've pretty much given up using anything other than the Fischer DuoPower plugs (Fischer Duopower Wall Plugs 6mm 100 Pack). They're not cheap, but they've saved me so much hassle over the years due to their ability to "grab" into just about any substrate.

Finally - make sure you're using an appropriately sized screw for the plug; part of the job of the screw is to cause the plug to expand into the drilled hole. Too small a screw and it won't work.

Don't be discouraged. My very first DIY drilling job was failing to put up some shelves due to having cr*p masonry drill bits, and trying to drill into the walls of a 1920s house; which felt like it must have been made of diamond.
 
Mads911, chuck some pic's up so we can see what you're prob is. We'll be in a better position to comment.
 
Good quality plugs and making sure the holes are vaccuumed out to get rid of all the dust and dirt. if I haven't got access to a hoover I keep a straw in my drill box, insert right to the end of the hole and blow it all out (wear googles!). Also I normally start with a small drill bit and work up in size, depending on what you are drilling into, one size down might be the right size. Your plug should push in with gentle pressure, if you have to hammer it in, your hole is too small
 
Make sure your holes are plenty deep enough, then hammer in brown plugs then use a good fat screw such as a 5mm into them
 
All useful points above, another possible cause is if the drill bit is slightly bent it will dig a bigger hole than you expect- try rolling it along edge of worktop and see if there’s anything funny about he way it moves
 
With all the advice given here you should be feeling more confident at being able to put your shelves up (y)the thing is with shelves etc in older buildings that require wall plugs ,you just never know the condition of the wall behind it's coat of plaster untill you start drilling and by then its often to late. Sod's Law states that if there is a void or soft spot your drill bit will find it :eek::cry::censored::mad::poop:
 
for some jobs, normally more functional than decorative, I use something akin to the technique here. I've secured some shelves to some old, uneven, soft, damp, cellar walls using a wide batten like this. it can be fiddly, but ultimately it works (or has done for me)
 
A big clue as to the construction of the wall comes from studying the dust that comes out when you drill the hole. Red/brown - probably brick; yellow and crunchy - probably mortar (which could be quite weak lime mortar in your case); grey/fine dust - plasterboard/finishing plaster.

Are you sure you've sized the screws correctly? How long are they and how much is in the wall, how much of the length is not in the wall? A picture would be worth a thousand words.

My guess is you've hit soft mortar and undersized the fixings. Clothes are really very heavy.
 
PS the fatter the plug and screw, the better - more surface area means more grip/pull-out resistance.
 
When using an sds drill you sometimes need to go half to 1mm smaller in drill size than if just using a hammer drill.

Example

For a brown plug use 7mm bit for hammer drill - 6mm bit for sds.

Also if your screw isn't getting a good grip in your plug, it is often possible to put a plug that is the next size down INSIDE your existing plug.

Example.

Brown plug not gripping - insert red plug inside the brown plug.
 
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