Short answers:
It is. We'll try.
They can, and they do. No, they don't. That is correct and not as far as I know, and absolutely not.
Yes it is. Yes. It is a bit, but you can weight the odds by sourcing your stock carefully and maintaining a double barrier between yourself and your neighbours.
More detail:
Alpaca can carry TB and can infect their human owners. There is a test for cattle but no reliable test for camelids. (At least, as far as I know. I'm not a camelid expert and of course the scientists are working on all this.)
Whilst TB lesions are also found in sheep and goats, pigs and a few other species from time to time, it does not seem that TB in these species leads to any problems in other species on the holding nor in humans.
All cattle have to be tested regularly; how frequently depends on the risk level of the farm. All of Scotland and much of the far north of England is classified as 'TB4', which means testing is on a 4-year cycle. Certain parts of the south-west, Wales and the Midlands have to test once a year; and if a farm has had a breakdown then it has to test every 60 days I think it is, until it tests clear for two consecutive tests. (I think; we're TB4 here so I'm not as familiar with the regime in higher risk areas.) Farms which sell or use unpasteurised milk have to test every year, no matter what risk category their area.
If an animal is to be moved into a lower-risk area than it's coming from, it has to be tested clear before movement and be tested again 60 days after movement. The occasional case in Scotland or the far north of England is generally a result of a moved animal failing its post-movement test.
The test for TB in cattle is a skin test. TB antigens are injected into the skin. If the animal has antibodies to TB, the skin will thicken. After three days, the skin is inspected; if it has thickened significantly then the animal is a possible reactor and further tests will be done. If the animal does prove to have antibodies to TB in its blood, it will be destroyed and the farm will be unable to sell or move cattle until it has had two consecutive clear tests.
The issue about vaccination is that once an animal is vaccinated, it has antibodies to TB and therefore it is impossible to tell an infected animal from a vaccinated animal without killing it. The scientists are working on vaccines that would leave different markers in the blood so that a vaccinated animal can be differentiated with a blood test - but the skin test would no longer be the relatively quick, simple and non-invasive procedure it is.