Is an exterior roller shutter needed for a roof window or is a pleated blind sufficient?

Absolutely shutters on the outside. Otherwise, you have the heat inside. And yes, it makes a big difference.

sitting and working in the dark in summer?

There are people who also like to work at the desk at 35°C - I did that for a long time in my old rented apartment. However, I really didn’t like it at all, but I had to during Corona.

Even with the Velux sunshade awning, a lot of heat comes into the room. A few days is fine, but after 1.5 weeks of heatwave and continuous sun, the heat stays in and doesn’t go out anymore. Then rather keep it dark and clock out more often and go outside.

Does it really make that much difference? I can't imagine that at all. And then I would be sitting in the dark working in the summer?

...sure....unless you find sleeping at 40° pleasant :p You can still leave a window slightly open or open it...after all, the sun doesn't hit the window directly then