While flying in Auto mode, you can only operate in the yaw direction, but is it possible to also operate the pitch, roll, and throttle?
No. You couldn’t change pitch and roll anyway while on a mission it wouldn’t stay on the mission track/speed. Someone did ask recently if altitude could be changed with the throttle. This is currently not possible either.
The altitude drops during flight in Auto mode. In such a case, I want to raise the altitude by operating the throttle.
Not possible at present. You should determine why the altitude is dropping during the mission if it’s not commanded.
It is stable at low speeds, but at high speeds the altitude sometimes drops.
Do I need to install an external sensor?
Or can it be set with some parameters?
You need some accuracy about altitude then use ultrasonic cheapest or lidar module
Or use terrain follow
Happy flying 
For terrain follow, should I select “terrain” for the altitude standard of the flight plan?
In this case, is the ultrasonic module or LIDAR module unnecessary?
Mount your barometer better, and tune the PIDs better. That way it will not loose altitude on fast forward flight
Do you have a recommended barometer?