No, p-values are not inferential.
They state the probability of incorrectly rejecting the Null hypothesis, given the data. What they do is provide you with a measure of strength for a point estimate you have derived, which
is inferential.
The value of alpha is irrelevant, except when doing power calculations. The use of p<0.05 as significant / non-significant is rare these days. Its generally meant as a statement about how strong the evidence is against the Null.
It 'slightly' comes in to play, when constructing confidence intervals for point estimates. Then 95% is indeed arbitrary, but the whole reason we do it, as Martin Bland has argued elsehwere, that C.I.s aid interpretation for clinicians, rather than just a p-value. You can create confidence intervals of any size you like.
The resons you appeal to the Gaussian / Normal distribtuion is the Central Limit Therorem...
Bayesian stuff is ok, but even then the arbitraryness creeps in, with 95% 'credibility intervals'. I happen to find these even more pernicious than confidence intervals, as depending on the way your data is structured, prior choice can radically alter your inference. e.g. see
here
The alternative is a likelihood based approach. This is favoured by people like Jeff Blume at Brown, who has a paper called
"What your statistician never told you about P-values."
Whilst perhaps attractive, it suffers from 2 problems:
firstly the level of arbitraryness still exists (likelihood ratio greater than 8 = evidence)
secondly it attaches as much significance to Type II as it does Type I errors, perhaps not appropriate.
Moreover in said paper, he argues that C.I's are more informative than just p-values, as we all know....
At the end of the day, if clinicians understood stats, i'd be out of a job, so it is my duty to confuse scientists so i am always needed