Nope! Some do, but certainly not all. Therianthropy as a whole can be spiritual or psychological, and each therian is different.

No one but you can know if you are alterhuman. It's a completely voluntary label, even if the identity usually isn't. It's also okay to be wrong, and use certain labels for only a small amount of time.

Yes. Most alterhumans who identify as animals know they are physically human, and we usually just identify as these animals mentally or spititually. Those who believe they are physically animals can be alterhuman, but not all of these people identify as such.