Solid brick. The outside has pebbledash, which provides good enough grip for a squirrel to climb all the way up (as I have witnessed). Not sure about mice and rats.
The dormer has stud walls and its roof is of similar construction - two layers of plasterboard with insulation in between.
I'm not sure how (if at all) the guttering pipes connect to the cavity space in the dormer walls and roof. There may be gaps in the fascia / soffit.
Rats and mice? Or squirrels?
Rats climb up fall pipes.. Squirrels can climb walls quite easily.