I've done a number of libraries and added skill books to them - from what I understand the books are part of a hidden inventory tied to the lot location and not actually linked to the bookcases themselves (outside of, when you place a bookshelf, you get a few added to the lot location inventory). It's the same way with the food in a refrigerator - food isn't tied to the fridge itself, its tied to the specific lot location. If you put a mini-fridge in your inventory and go to a different location, you can't access any of the food you put in at the first location.
To add skill books to a library, you need to use a build mode cheat - bb.showhiddenobjects, then type "book" into the search bar when in build mode. All books, including skill books, will come up. You can just drag them into live mode and the librarian or your own Sim can add them to the library shelves.
It's a bit of a pain, but it works. I've tried saving the lot and placing it elsewhere, and that never includes any of the new books. I haven't tried the room thing, so I don't know if that's any different.