Mine have, well sort of. If I haven't been able to move characters on, if they are all poised waiting for their next cue or I am trying to devise a way to get them from one scenario to the next I can hear them calling to me saying 'hey! When am I going to get out of bed? Or out of the car? Or wherever they are suspended waiting for me to breathe some more life into them. It's most peculiar, but nice, I like it.
Oh yes, absolutely. As my book developed they let me know about relationships I hadn't considered, layers of interaction seemed to just happen, I just had to let my fingers type the words. I agree with your assessment - it is most peculiar, but nice. They are very real to me now and I get what George R Martin was saying about how he doesn't like GOT fanfic because people make characters do things they never would. If (when) i ever get published I think I will feel the same.