We can easily tell this by our case study: Yugiri
Yugiri is a Ninja, and all you need to do is look back and recall your Ninja facts:
1. Ninjas are mammals.
2. Ninjas fight ALL the time.
3. The purpose of the ninja is to flip out and kill people.
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I don't really see that the Allagans created either the Miqote or the Au Ra. I'm actually a little tired of the 'Allagans are behind everything' meme that seems to be popular. The Allagans did create several of the monstrous races, but there is no evidence that they created any of the 'human' ones. Not to mention that the Crystal Tower storyline establishes that the Miquote Tribes already existed near the end of the Empire, hence the royal family granting some of them their genes. Besides, the chimerae we've seen have all been rougher than the Miquote, and most of them aren't even sapient. As for the Au Ra, there could be an argument if thier creation myth seemed to imply the Allagans at all, but it doesn't. The Ixali were 'warriors of the gods from a floating continent'. The stories about the Dawn and Dusk Mother don't have any clear correlations to the Allagans.
Think there’s no problem for them to have boobs, pangolin is also a kind of mammal, so... just define Au Ra a kind of mammal and solves everything...
The lore book says that some Keeper of the Moon surnames date back as far as the first Astral Era, which means Miqo'te, at least Keepers, predate the Allag.
As for Au Ra, there is no evidence of Allag presence in the far east which rules them out as responsiuble imo. I'd sooner say the ones responsible for the Au Ra are indeed dragons, as we know Midgardsormr is basically an alien to the planet, and dragons coming from outer space lines with the tales of origin we're told in the Steppe about the Dawn Father and the Dusk Mother - entities representing celestial bodies.
What's all this lore talk got to do with boobs? Start another nerd thread for that. Focus on boobz. Boobz. And more boobz.