True enough about how the other races look down on outsiders.
I suppose it's no different from how the Iron Bull refuses to believe that any Tal-Vashoth won't resort to murder and banditry the moment they leave the Qun, despite the Qunquisitor (a Vashoth) having been brought up and raised among such individuals without incident for years.
Or Varric's dislike for Orzammar, as much as Orzammar dislikes a surfacer like him? One can only wonder how they feel about the various heads of "noble" surface houses and those who run the Merchant's Guild being referred to as "Deshyrs"?
As for Kirkwall's Alienage, they seemed to accept Merrill with barely any fuss whatsoever. I guess it's from having Arianni living there for years and getting them used to seeing a Dalish, but then again, during that scene with Marethari going to the Alienage, they seemed to show her quite a bit of reverence. As Merrill comments if she destroys the mirror, her lack of friends in the Alienage had more to do with her keeping herself reclusive, than any kind of ostracising at work.
I think it's meant to vary, since some Denerim elves thought the Dalish were "savages", while some of the Halamshiral elves thought the Dalish could help them. I suppose it's no different than how some Dalish, like Merrill (or potentially Lavellan), treat the Andrastian elves as 'elves', where Merrill says that the Kirkwall elves matter, or Lavellan informs Solas that the Dalish are his people, too.
As for your last line, I've always found that bit of dialogue strange, because Merrill suggests that Sebastian name his bow Philomela, after an elf she knows from the Alienage, while she reassures Nyssa that the Champion is there to help.
Now I think about it, Clan Lavellen do seem to be unusual in how welcoming towards the humans and alienage elves they are. It makes me wonder if perhaps they (and perhaps some other Dalish clans) wish for closer ties to the humans and their city-dwelling kin, but find that human bigotry is the obstacle that keeps them apart? It's interesting that if they join the Council in Wycombe, they have absolutely no problems with the other human members?
Well, the nobles had an issue with Clan Lavellan (since they were the ones who incited the Marcher city-states to attack the elves of Wycome), but the non-noble humans seem to view them as heroes, and it seems like they are the ones who get a seat on the council, along with the Andrastian elves. I guess the incident with red lyrium brought them together, and most likely Inquisitor Lavellan being viewed as the Herald of Andraste (since some humans seem to think the Maker chose an elf because of how some humans have treated elves).
As for your question, I think some other Dalish certainly feel that way. Paivel says that perhaps the Andrastian elves could teach the Dalish to understand the humans so they could leave in peace, Velanna's clan responds positively when they see her in the company of humans, and Merrill ends up taking care of the Andrastian elves who were left homeless in the wake of the Mage-Templar War.