EZ anchor is for sale at Home Depot, Lowes, Ace Hardware.  These are rated for 50 pounds.
Stanley Supply online also has these.  If you can determine the width of your dry wall:
it should be 1/2 + 1/2 or  5/8 + 5/8--then your anchor should be a length of 1 to 1/4 inch.  If your shelves are not subjected to movement the anchors should hold well.  You
can also supply wood stripping on top of the drywall and at least get those to anchor into the stud positions.  Wood strips would be the width of the opening (closet opening).  If these do not match your anchor positions (if these are predetermined by your shelving) then you can go vertical strips.  What is the width and height of your closets.