I think a useful way to think about it is that your perceptual brain isn't in the business of making you see, or hear, or anything like that - it's in the business of giving you an accurate-enough-to-be-useful idea of what's around you. You see the world as being sharp and stable and consistent even though the literal visual signals going from your eyes to your brain aren't... because the world is sharp and stable and consistent. Or at least it's enough those things that it was useful for the brain to evolve to generate that specific perceptual experience. The signals coming from your eye are just (some of) the information the brain uses to generate that experience.
I think Feynman had a good answer to this question:
https://www.youtube.com/watch?v=Q1lL-hXO27Q
Essentially the issue with this question is that the usual ways you'd answer that question all seem unsatisfactory, and the key to "answering" the question is to understand not magnetism, but why magnetism seems mysterious and all the answers seem unsatisfactory. Like, actually understanding magnetism in the sense of having read and understood the Feynman lectures definitely helps but that's no good to a layperson.
And the answer to that as I understand it is that we always understand things in terms of other things we understand. When you see a process you don't understand and learn how it's caused by a process you do understand, you will feel satisfied, like you understand the process. If you don't understand a very weird thing but you find a good analogy to something you are familiar with, you will feel like you understand the thing. The thing is, that's all a feeling. Hopefully the feeling correlates to having an internal model of the thing that's closer to its nature than your previous internal model, and to being able to make better predictions about the thing's interactions, and it usually does because the brain is well-made, but it's still two different things and you can have a feeling of understanding without an improved model or predictions and vice-versa.
And the issue with magnetism is that unlike most other physical things we run into in daily life, it's a fundamental force that has macroscopic effects our brain didn't really evolve to be familiar with, and the best explanations for those effects require going directly to the fundamental force, and the fundamental forces is something that's very very unfamiliar to anyone who hasn't done university-level physics. If I say "electromagnetism explains how solid objects don't just go through each other" your response won't be "but I don't understand electromagnetism!", it will be "wait, did we need an explanation for why solid objects don't go through each other?". We have an innate sense of how solid objects interact at our scales that feels like it requires no extra explanation. And any behavior of solid objects that does require extra explanation usually involves explanations just one level deeper in the causal chain, which is close enough to what we are familiar with that we can understand it. And as explanations go deeper the causal chain things become weirder and weirder, but as a student of physics you go gradually, get used to each step and when a step becomes familiar enough it helps you "understand" the next one. So at some point you may end up feeling like you understand electromagnetism as a fundamental force, but it took a lot of work to get there (and that feeling my be fairly fleeing and changeable).
We don't have an innate sense of how magnetism works, and the actual explanations for how it works aren't just one step removed from things we do have an innate sense of. It's legitimately the case that the answer to "Why do magnets work like that" is "electromagnetism", and if you don't understand electromagnetism (which, as a layperson, you don't) you're screwed. There is no phenomenon or analogy that you have an innate sense of that's enough like magnetism to provide understanding. You straight-up have to do university-level physics until the concepts in question start becoming familiar.
In a way your question is even worse, because look:
What does it mean for them to be composed of “lines of force”? What is the mechanism of that force? What is actually going on in a magnetic field that the space outside of a magnetic field lacks?
You're kind of asking "what component parts is the fundamental force of magnetism made of and how to they interact to make it behave that way", aren't you. And the issue with this is that in the current standard model, there are no such component parts and causes; that's what "fundamental" means. Now, we know physics isn't a solved field so in practice there may indeed be extra explanatory steps out there to be found. But 1) they'll be even weirder than the current thing you're asking about is. They won't help you understand, they'll just confuse you further and seem like worse ad-hoc gobbledlygook than "fields" and "force" do. They'd only help you understand if you'd studied enough quantum physics for it to feel familiar and maybe almost-understood. And 2) at some point we kind of do have to hit an explanation that has no further explanation, something that's not made of something else. Maybe it's worth it for you to think about what that might be like. You'll probably still feel the urge to ask "but what is that basic thing made of, what explains that explanation?" but you'll have to accept that this question is that of a brain that evolved in an environment where everything is made of something else and things have nigh-infinite causal chains explaining that they are what they are. It just might not be very good at thinking about a situation where that's not the case.
You might be interested in Tomasello's "The Evolution of Agency" where he kind of addresses this very question. It really depends on how you define "making decisions" and "purely chemical reactions" doesn't it - all life is chemical reactions, including when we make decisions, and it's easy for us to apply decision-making language even to systems that are simple enough that we can see them as "purely chemical reactions".
Tomasello defines the notion of "agents" as "feedback-control systems" that he distinguishes from pure stimulus-response systems. In his examples a nematode for example is "stimulus-response"; its behavior is very directly related to its immediate environment. If it runs into food it eats, otherwise it doesn't, and there isn't really a notion of it seeking out food when it's hungry and not when it's not. In contrast and "agent" is a feedback-control system with goals, a perceptual system that checks whether the goal is accomplished at any given time and a behavioral repertoire aimed at accomplishing the goal. In our lineage he sets the appearance of this agency around the evolution of vertebrates, and uses lizards as an example of the most basic level. (he doesn't address other lineages other than to say that various levels of agency clearly evolved convergently a few times; so octopuses and social insects for example would also have these systems). So where a nematode has feeding behavior that's triggered by running into food and other behaviors when food isn't present, a lizard's behavior depends not only on the immediate stimulus but on more abstract goals - in a given environment it might be currently hungry and looking for food, or sated and looking for shade or sun to rest or hide or thermoregulate, or looking to reproduce, etc, and its behavior will depend on and be directed towards accomplishing that goal.
It's interesting that you say "thinks through and makes decisions" as if they're on the same level but the book actually claims that human agency is actually the result of the evolution of several successive layers of feedback-control mechanisms that each allow more flexibility and responsiveness - so for example lizards have a feedback systems that adjusts behavior to achieve goals, and mammals have that and also a higher-level feedback system above that to adjust the goal-seeking behavior itself, mentally "playing out" different ways of accomplishing the goal in order to pick the best one. He describes four such levels for humans and it suggests a variety of ways we could define "think through and make decisions", with different species qualifying or not depending on which we choose.
tl;dr: horse blood isn't special, humans are special, so they use the horse blood because it's less bad to hurt a horse than a human (also possible the disease in question doesn't hurt horses as much as humans but I'd guess mostly the first one).
Human blood creates antibodies for every disease in our body as soon as we get it too. There are two reasons scientists use horse blood for this and not human blood: 1) injecting the disease into human A so that human A produces antibodies against it that will protect human A defeats the whole purpose - the reason we get sick is that it takes some time for the body to figure out the right antibodies and ramp up their production. So deliberately injecting a disease-causing agent just... causes the disease, and presumably it's a disease with unacceptable odds of hurting or killing you while the antibodies get made otherwise why would you bother with this, you'd just passively wait to catch it. Like with colds. And 2) injecting the disease into human A so that they produce antibodies that you'll then inject into human B would effectively protect human B, but at the cost of human A getting the disease which becomes straight-up Mengele evil at scale. Having said that I think there were COVID treatments that were basically this, just without the evil part of deliberately infecting people.
Also, kind of besides the point given the rest of the answer but for educational purposes, injecting horse blood into humans would be harmful because it's a complex liquid chock-full of living cells and compounds that the human immune system will recognize as foreign contaminants and attack. And if there's enough of it (and you seem to be imagining a pretty significant transfusion here) this attack will be severe enough to harm or even kill the human in question. It's the exact same reason you need to be careful with blood types when transfusing from human to human.
tl;dr: no
Bioluminescent animals don't make light the same way a light bulb does by heating something so hot that it glows. If they did, they'd be the first to burn wouldn't they. The light comes from chemical reactions that don't emit that amount of heat, if they emit any at all. Of course assuming the reactions are endergonic (which I think is a safe assumption) they have to be powered by other chemical reactions that do emit heat... But that's part of the general functioning of the organism; all living organisms emit heat but it's usually in amounts that don't even make them feel warm to the touch to us. In theory the bioluminescent area of the organism wouldn't even need to be warmer than other areas of the organism.
I can look up the actual thermodynamics if you're interested in a more precise answer. It really depends on the chemical reactions in question (which in turns will vary from organism to organism, bioluminescence evolved convergently many times) whether they do emit heat, how much, and whether it's to an extent we'd notice touching them. My intuition would say yes, not a lot, and no. But it's been a long time since I've touched a firefly.