Yes it is possible to have the lightsource somewhat offscreen and still get the shafts, an example would be the Old Town map in Gears 3.
While it's true that the shafts don't disappear as soon as the light source exits the screen, they quickly fade out, as exemplified in this two screenshots I took with UDK:
Light source is on the screen:
http://img853.imageshack.us/img853/714/shafts01.png
Light source is off the screen
http://img521.imageshack.us/img521/4344/shafts02.png
Taking that into account, the second picture in
this post, in which the light is way off-screen and the shafts remain perfectly visible shows it's a 3D effect.
A bonus one here, from the same video (0:43), the flare is behind the camera and we can see the shafts perfectly:
Would help if you properly went through what I posted.
I said Alan Wake uses both 3d volumetric lights (some of them like the flares interact with player/environmet and some of them like the lamp post at checkpoints dont) as well as the ones made using a 2d post process like in the very first video you posted, as you cant see the shadows when the source is behind wake.
Except you're ignoring the reasons why the character's shadow doesn't appear in the first video when he's looking away from the light:
1) He's directly in front of the camera, the player obstructing the view.
2) He's got the flashlight on, essentially canceling the shadow.
3) The light shafts remain, something that NEVER happens when the light source is directly behind the camera, proving it's a 3D effect.
However, we can see that that same light is also casting volumetric shadows for the fence:
Shadows that we can still see when the camera turns 90°:
And 180°:
In this last one we can even see down the shadow of one of the fence's poles.
And that's ignoring the last picture in my previous post, which shows the flashlight pointing AWAY from the camera, producing a volumetric shadow.
There's also direct confirmation from the developers stating that the lighting is fully volumetric, why should we doubt them?
http://www.youtube.com/watch?v=4Fqb5VRtTL8
Lighting looks exactly the same as it did back then so no reason to believe they changed the way it works in the final game.
All the volumetric lights (flares, flashlight, lamps, etc..) have a consistent look, no reason to think some are 3D and other use only 2D-post processing.