The only animal that has only asked an existential question was Alex the bird (or it was just very lucky timing, but still):
https://en.wikipedia.org/wiki/Alex_%...ccomplishmentsAlex had a vocabulary of over 100 words,[14] but was exceptional in that he appeared to have understanding of what he said. For example, when Alex was shown an object and was asked about its shape, color, or material, he could label it correctly.[12] He could describe a key as a key no matter what its size or color, and could determine how the key was different from others.[5] Looking at a mirror, he said "what color", and learned "grey" after being told "grey" six times.[15] This either made him the first and only non-human animal to have ever asked an existential question (apes who have been trained to use sign-language have so far failed to ever ask a single question), or his parroting the question phrase was very luckily situated.
I would say that animals have a consciousness, it might not be as sophisticated as humans have, but they surely have one. I think the big difference between us and them is that we have a greater capacity to learn and understand new concepts. Humans aren't born with a full blown consciousness either, the human consciousness might be more keen when born, but they still have to learn a lot of concepts before we call it a human consciousness.