use My::Package; basically is

BEGIN {
    require My::Package;
    My::Package->import(...);
};
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Your first question relates to that - the eval delays the execution of the use statement until after compile time, which means that the print Dumper ... line gets interpreted as print {Dumper} ..., that is a print to a filehandle named Dumper. You could disambiguate that by using

print Dumper(...);
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The answer to your second question will be clear when you look, again, at what use really is:

# use Durf;
# basically is
BEGIN {
    require Durf;
    Durf->import(...);
};
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... and as there is no file Durf.pm (or Durf.pmc), this fails. Just leave out the use line and you'll be allright. There are other ways to trick require (and <c>use) into not going looking for a file, but not calling require is the easiest.

Dynamically loading packages should, again, be done at compile time, especially if you want the constant names to be interpreted as subroutines/constants:

BEGIN {
    for (@ARGV) {
        eval "use $_; 1"
            or die $@; # don't forget to reraise module errors
    };
};
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