Twitter's archive download doesn't seem to include bookmarks. Or (as far as I can tell) the usernames of the people you follow or who follow you (just their numerical Twitter user IDs).
To get those bookmarks and username lists: you can use the #opensource web archiving tool Webrecorder’s ArchiveWebPage Chrome extension. Log into Twitter and let the tool run for a bit, and it'll scroll & save for you.
Blog post & short video about it:
