I would like to know if the following commands:
diag, errpt, lscfg, lspv, lsvg, lsps, lslv for AIX and
prtdiag, psrinfo, sysdef for SUN are native to these systems or if they are in fact scripts that are added after the unix installation.
Those commands are specific for those operating systems...
You may want to check here Rosetta Stone for Unix for a comparison between different command on some operating systems...
To answer your question more directly, yes, these commands ship with the OS software. That does not mean they all get installed by default but during a typical install they will exist.