Yes. Some moreso than others. Definitely Maeve, Dolores, and Bernard. Probably Teddy. Once you get them out of the park setting and away from the programmers, even the less sentient/bugged hosts wouldn't have a way to lose their memories every day, since they won't be confined to their loops and storylines. Memories would build up naturally as CR developed.

Unless they actually know that they're a host, I think they'd have human thoughts. Having one of them figure out what they truly are in a game would be a great arc, tbh.