I agree that technology and progression in the world of A Song of Ice and Fire does seem stagnant - which as @Cearon O'Flynn mentioned in the comments, is a very common fantasy trope.
There are some in-universe explanations for the way things currently stand though:
Architecture
Harrenhal is a particularly good example for this.
It was built by Harren the Black purposefully built Harrenhal to be the biggest, most impressive fortress that had ever been created, as a not-so-subtle challenge to the authority of Aegon Targaryen.
And Aegon burned him and his family alive inside it for his impudence.
This is related to Arya by Tywin here.
The lesson here is that the ruling nobility have made a conscious effort to keep those under their authority in line by force - this stifles too much defensive construction, as it could be seen as an effort to refuse their rule, and would be treated with great displeasure.
You might also look to the Wall as an example of lost construction ability, but this involved a great deal of magic to build in addition to mundane building, which leads me to...
Magic
Your examples surrounding magic are unfortuantely a little incomplete.
Skinchanging is a magic that was used by the Children of the Forest - one of the indigenous peoples of Westeros who had a great connection to the land and to nature - and were not human.
Those who currently have the ability are those who have blood of the First Men, who likely interbred to a greater or lesser degree with the Children after the Pact was formed.
The First Men had the greatest concentration in the North, and so the remnants of their bloodlines also lies there.
Qyburn was expelled from the Citadel for any number of practices seen to be distasteful - magic, yes, but also science. He conducts experiments on cadavers and performs other questionable practices, exploring darker knowledge than the Citadel aims to disseminate.
Worth noting is that the Citadel itself studies magic - Maester Lewin and Bran discuss this, and Lewin notes that he himself attempted to study magic, but found he did not possess the aptitude for it.
Finally, the reason for the theft of Daenerys's dragons in Qarth is that the presence of dragons in the world strengthens the power of magic - while dragons were seen to be extinct magic largely disappeared as a result. It's not as well covered in the show, but in the books there is mention that Melisandre's visions likely started with the hatching of Daenerys's dragons, as with Thoros of Myr's ability to revive Beric Dondarrion, and the warlocks in Qarth themselves being able to perform magic above simple parlour tricks.
Books
This one should be able to be attributes simply to their technology - they are at a technological level roughly equal to that of our Medieval Age.
Literacy and availability of books didn't take off in our own world until the invention of the printing press - until that point books had to be produced individually by hand by scribes, making them incredibly painstaking to distribute. It also meant that it was unusual for there to be more than one copy of a given book, giving rise to great libraries (like the Citadel itself).
As said, their technology is stagnant, for fantasy handwavium reasons, as well as in-universe oppression, but surrounding that your given examples are explainable in and out of universe.
I'm going to add in a category of my own here as well:
Economy
As is stated in both the show and the books, Westeros is heavily in debt to various lenders, both in the forms of Houses like the Lannisters and the Tyrells, but also to the Iron Bank of Braavos.
So, simply put, there isn't the budget for massive works to be constructed when the country as a whole (at least in terms of the government as a whole) is poor.
When you get outside Westeros there are plenty of notable constructions - the Pyramid of Meereen, the Titan of Braavos, even the Dothraki have the great bronze horse statues at the Horse Gate of Vaes Dothrak - and there is no evidence given that these couldn't be replicated given time and motivation, the only difference here is money.
EDIT: Worth noting as well, is that a lot of the technological development that was carried out may have been lost along the way due to certain events - the one that springs to mind first and foremost is the secret to forging Valyrian Steel.
Nobody has been able to reproduce the process to outright create it since the Doom of Valyria, and there is no record of what other knowledge was lost in the same cataclysm - it's entirely possible that advanced methods of construction and other technological leaps were also lost in the same way.
