does a eth beast do more dmg than a normal beast?

Yes ofc?

Yes an Eth Beast would do more damage. The thing is, Beast runeword isn't indestructible so you shouldn't make an ethereal Beast as eventually it would break and you can't repair ethereal items.

Maybe it is for iron golem?

Maybe, but that would be an expensive Iron Golem that will eventually be killed.

And...to answer the next question: no, Iron Golems do not take on the indestructible property of a runeword item.

Yes ofc