yes, for example i developed one, with the networking, 3d modelling, and everything created using only c#. Game engines simply shortcut and optimize many features for you. i can tell you that creating your own game engine from scratch is a big job, and it's really difficult to do it well.
Sure. There are games made as learning projects. There are games where the requirements are very different from what any existing engine supports (e.g. Minecraft). And there are games where the engine and the game are developed in tandem, though there's normally the expectation that future projects will reuse the same engine.
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ARE THERE ANY NEW GAMES MADE WITH ONLY C++ OR JAVA!?!?
Also didn't he make this from scratch using very little of the C libraries?