I have always had phantom ears and a tail but other parts come and go, such as paws and muzzle. My ears are the most expressive part of me though, they'll perk up at noises or flatten when in unhappy. I can feel them swivelling around up there.
My tail is more active when I'm "playing" messing around or wrestling.
Kozy I have a daemon too, he's a pine marten but projects as a wolf too. From the forum I'm on dedicated to daemons it seems there's a large base of therian members.
I always speak to my daemon, he's a constant in the back Of my mind.